+5.7%
IYR vs BN
+33.2%
-27.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | -0.9% | -3.0% | +2.1% | +0.2% |
| 30D | -2.4% | -13.0% | +10.6% | +2.9% |
| 3M | -2.0% | -15.2% | +13.2% | +4.2% |
| 6M | +2.5% | -5.9% | +8.4% | +4.1% |
| YTD | +8.3% | -15.8% | +24.1% | +14.4% |
| 1Y | +6.5% | -12.2% | +18.6% | +10.0% |
| 3Y | +29.3% | +72.2% | -42.9% | -4.4% |
| 5Y | +5.7% | +33.2% | -27.5% | -14.9% |
| All | +5.7% | +33.2% | -27.5% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling