+700.6%
IYR vs BN
+9,390.0%
-8,689.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.2% | -2.5% | +1.2% | 0.0% |
| 30D | -2.9% | -9.5% | +6.6% | +2.0% |
| 3M | +0.8% | -10.4% | +11.2% | +6.2% |
| 6M | +1.9% | -6.4% | +8.2% | +4.2% |
| YTD | +9.6% | -11.9% | +21.5% | +14.9% |
| 1Y | +8.1% | -8.6% | +16.7% | +10.6% |
| 3Y | +29.2% | +77.6% | -48.4% | -10.2% |
| 5Y | +4.3% | +37.0% | -32.7% | -19.6% |
| 10Y | +64.7% | +266.4% | -201.7% | -29.0% |
| All | +700.6% | +9,390.0% | -8,689.5% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling