+29.1%
IYR vs BLK
+66.0%
-36.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | -1.4% | -3.3% | +1.9% | -0.2% |
| 30D | -2.7% | -6.5% | +3.9% | -0.3% |
| 3M | -2.1% | +6.7% | -8.9% | -4.9% |
| 6M | +3.6% | +14.7% | -11.1% | -2.6% |
| YTD | +8.1% | +2.5% | +5.6% | +5.9% |
| 1Y | +4.7% | -2.8% | +7.5% | +4.7% |
| 3Y | +29.1% | +65.9% | -36.7% | -10.7% |
| All | +29.1% | +66.0% | -36.9% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling