+66.9%
IYR vs BNS
+188.9%
-122.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -1.4% | -0.4% | -1.0% | -1.2% |
| 30D | -2.7% | +3.5% | -6.1% | -4.7% |
| 3M | -2.1% | +14.1% | -16.2% | -9.5% |
| 6M | +3.6% | +33.8% | -30.2% | -12.5% |
| YTD | +8.1% | +29.5% | -21.3% | -7.2% |
| 1Y | +4.7% | +48.4% | -43.7% | -16.9% |
| 3Y | +29.1% | +129.6% | -100.5% | -21.1% |
| 5Y | +6.9% | +96.1% | -89.2% | -29.4% |
| All | +66.9% | +188.9% | -122.0% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling