+66.9%
IYR vs BLK
+283.5%
-216.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.1% |
| 7D | -1.4% | -3.3% | +1.9% | +0.1% |
| 30D | -2.7% | -6.5% | +3.9% | +0.2% |
| 3M | -2.1% | +6.7% | -8.9% | -5.4% |
| 6M | +3.6% | +14.7% | -11.1% | -3.5% |
| YTD | +8.1% | +2.5% | +5.6% | +5.4% |
| 1Y | +4.7% | -2.8% | +7.5% | +4.3% |
| 3Y | +29.1% | +65.9% | -36.7% | -1.5% |
| 5Y | +6.9% | +33.0% | -26.0% | -11.8% |
| All | +66.9% | +283.5% | -216.6% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BLK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling