+689.7%
IYR vs BNY
+531.0%
+158.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -1.4% | -1.3% | 0.0% | -0.8% |
| 30D | -2.7% | -0.2% | -2.5% | -2.7% |
| 3M | -2.1% | +14.9% | -17.1% | -8.3% |
| 6M | +3.6% | +40.0% | -36.4% | -11.1% |
| YTD | +8.1% | +42.0% | -33.8% | -8.2% |
| 1Y | +4.7% | +56.9% | -52.1% | -15.1% |
| 3Y | +29.1% | +289.9% | -260.7% | -30.8% |
| 5Y | +6.9% | +259.2% | -252.3% | -42.0% |
| 10Y | +69.0% | +413.3% | -344.3% | -27.3% |
| All | +689.7% | +531.0% | +158.7% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling