+700.6%
IYR vs BP
+167.4%
+533.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.2% | +3.9% | -5.2% | -2.6% |
| 30D | -2.9% | +7.6% | -10.5% | -5.5% |
| 3M | +0.8% | +0.7% | +0.1% | 0.0% |
| 6M | +1.9% | +15.5% | -13.6% | -4.4% |
| YTD | +9.6% | +30.8% | -21.2% | -2.0% |
| 1Y | +8.1% | +34.3% | -26.2% | -4.6% |
| 3Y | +29.2% | +35.1% | -5.8% | +11.3% |
| 5Y | +4.3% | +126.8% | -122.5% | -28.8% |
| 10Y | +64.7% | +123.4% | -58.7% | +3.3% |
| All | +700.6% | +167.4% | +533.2% | +327.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling