+683.6%
IYR vs BLK
+6,069.0%
-5,385.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -2.8% | -5.2% | +2.3% | -0.4% |
| 30D | -2.5% | -7.0% | +4.5% | +0.8% |
| 3M | -3.0% | +5.7% | -8.6% | -5.9% |
| 6M | +1.6% | +11.0% | -9.4% | -4.1% |
| YTD | +7.3% | +0.9% | +6.4% | +5.3% |
| 1Y | +5.6% | -1.6% | +7.2% | +4.5% |
| 3Y | +28.1% | +64.5% | -36.3% | -2.0% |
| 5Y | +6.1% | +30.9% | -24.8% | -11.6% |
| 10Y | +67.7% | +275.1% | -207.5% | -19.5% |
| All | +683.6% | +6,069.0% | -5,385.4% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling