+491.3%
IYR vs BNS
+1,463.9%
-972.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | -0.9% | -1.3% | +0.4% | -0.1% |
| 30D | -2.4% | +4.0% | -6.4% | -5.1% |
| 3M | -2.0% | +13.8% | -15.8% | -10.2% |
| 6M | +2.5% | +32.7% | -30.2% | -14.9% |
| YTD | +8.3% | +27.6% | -19.3% | -8.1% |
| 1Y | +6.5% | +47.4% | -40.9% | -17.7% |
| 3Y | +29.3% | +129.0% | -99.7% | -25.3% |
| 5Y | +5.7% | +92.7% | -87.0% | -32.9% |
| 10Y | +69.2% | +182.1% | -112.9% | -19.9% |
| All | +491.3% | +1,463.9% | -972.6% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling