+707.1%
IYR vs BN
+9,563.1%
-8,856.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.9% |
| 7D | +0.6% | -1.0% | +1.6% | +1.1% |
| 30D | +6.6% | +14.0% | -7.4% | -0.5% |
| 3M | -1.8% | -9.0% | +7.2% | +2.6% |
| 6M | +1.4% | -8.8% | +10.3% | +5.4% |
| YTD | +10.5% | -10.3% | +20.8% | +14.5% |
| 1Y | +10.6% | -5.8% | +16.4% | +11.7% |
| 3Y | +41.8% | +94.8% | -53.0% | -6.0% |
| 5Y | +6.0% | +31.5% | -25.4% | -16.3% |
| 10Y | +86.7% | +291.9% | -205.2% | -22.5% |
| All | +707.1% | +9,563.1% | -8,856.0% | +45.2% |
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 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