+29.1%
IYR vs BNS
+130.5%
-101.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -1.4% | -0.4% | -1.0% | -1.2% |
| 30D | -2.7% | +3.5% | -6.1% | -4.1% |
| 3M | -2.1% | +14.1% | -16.2% | -8.0% |
| 6M | +3.6% | +33.8% | -30.2% | -9.8% |
| YTD | +8.1% | +29.5% | -21.3% | -4.6% |
| 1Y | +4.7% | +48.4% | -43.7% | -14.0% |
| 3Y | +29.1% | +129.6% | -100.5% | -17.7% |
| All | +29.1% | +130.5% | -101.4% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling