+10.6%
IYR vs BP
+31.6%
-21.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | +0.6% | +3.8% | -3.2% | +0.8% |
| 30D | +6.6% | -5.3% | +11.9% | +6.3% |
| 3M | -1.8% | +9.3% | -11.1% | -1.4% |
| 6M | +1.4% | +7.2% | -5.8% | +1.6% |
| YTD | +10.5% | +38.0% | -27.5% | +8.5% |
| 1Y | +10.6% | +33.2% | -22.6% | +9.1% |
| All | +10.6% | +31.6% | -21.0% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling