+29.1%
IYR vs BNY
+287.0%
-257.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -1.4% | -1.3% | 0.0% | -0.9% |
| 30D | -2.7% | -0.2% | -2.5% | -2.7% |
| 3M | -2.1% | +14.9% | -17.1% | -7.3% |
| 6M | +3.6% | +40.0% | -36.4% | -9.3% |
| YTD | +8.1% | +42.0% | -33.8% | -6.4% |
| 1Y | +4.7% | +56.9% | -52.1% | -13.4% |
| 3Y | +29.1% | +289.9% | -260.7% | -38.4% |
| All | +29.1% | +287.0% | -257.9% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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