+83.4%
IYR vs BP
+141.7%
-58.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.9% |
| 7D | -0.1% | +2.5% | -2.6% | -0.7% |
| 30D | +5.7% | -5.6% | +11.3% | +7.0% |
| 3M | -0.6% | +8.0% | -8.6% | -2.9% |
| 6M | +0.5% | +5.7% | -5.1% | -1.6% |
| YTD | +10.4% | +36.8% | -26.4% | +0.2% |
| 1Y | +9.2% | +30.7% | -21.5% | +0.2% |
| 3Y | +40.5% | +51.6% | -11.1% | +22.0% |
| 5Y | +5.9% | +112.2% | -106.3% | -19.0% |
| All | +83.4% | +141.7% | -58.3% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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