+30.8%
IYR vs BN
+74.6%
-43.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.8% |
| 7D | -0.4% | -1.2% | +0.8% | 0.0% |
| 30D | -2.5% | -10.9% | +8.4% | +1.2% |
| 3M | +1.5% | -11.1% | +12.5% | +5.2% |
| 6M | +3.9% | -4.4% | +8.2% | +4.7% |
| YTD | +9.5% | -14.1% | +23.7% | +14.1% |
| 1Y | +7.5% | -11.1% | +18.5% | +10.0% |
| All | +30.8% | +74.6% | -43.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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