+8.9%
IYR vs BTDR
+26.7%
-17.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.2% |
| 7D | -0.4% | +22.4% | -22.8% | -0.9% |
| 30D | -2.5% | +16.5% | -19.0% | -3.1% |
| 3M | +1.5% | -31.5% | +32.9% | +2.1% |
| 6M | +3.9% | +74.0% | -70.2% | +1.3% |
| YTD | +9.5% | +13.0% | -3.5% | +7.9% |
| 1Y | +7.5% | -0.2% | +7.7% | +5.6% |
| 3Y | +30.8% | +9.9% | +20.9% | +22.8% |
| 5Y | +4.8% | +28.1% | -23.3% | -2.8% |
| All | +8.9% | +26.7% | -17.8% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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