+713.1%
IYR vs BP
+172.1%
+541.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.1% | -6.3% | +8.4% | +4.3% |
| 30D | +7.2% | -3.6% | +10.8% | +8.2% |
| 3M | +0.4% | +5.2% | -4.9% | -2.0% |
| 6M | +1.4% | +5.3% | -3.9% | -1.6% |
| YTD | +11.3% | +33.1% | -21.8% | -1.5% |
| 1Y | +10.5% | +26.3% | -15.8% | -0.6% |
| 3Y | +41.7% | +47.5% | -5.8% | +18.0% |
| 5Y | +7.1% | +106.2% | -99.1% | -24.2% |
| 10Y | +89.1% | +127.0% | -37.9% | +17.5% |
| All | +713.1% | +172.1% | +541.0% | +329.6% |
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