+130.7%
IYR vs BR
+1,281.7%
-1,151.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.9% | -5.0% | +4.1% | +1.8% |
| 30D | -2.4% | -2.5% | +0.1% | -1.2% |
| 3M | -2.0% | +13.5% | -15.5% | -9.3% |
| 6M | +2.5% | -9.4% | +11.9% | +6.3% |
| YTD | +8.3% | -23.3% | +31.6% | +22.0% |
| 1Y | +6.5% | -31.6% | +38.1% | +27.7% |
| 3Y | +29.3% | -5.1% | +34.4% | +27.4% |
| 5Y | +5.7% | +8.2% | -2.5% | -5.3% |
| 10Y | +69.2% | +189.8% | -120.6% | -20.1% |
| All | +130.7% | +1,281.7% | -1,151.0% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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