+66.9%
IYR vs BTG
+159.3%
-92.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -1.4% | -3.8% | +2.4% | -1.0% |
| 30D | -2.7% | +3.6% | -6.3% | -3.0% |
| 3M | -2.1% | +32.0% | -34.1% | -4.8% |
| 6M | +3.6% | +3.4% | +0.2% | +2.5% |
| YTD | +8.1% | +20.8% | -12.6% | +5.0% |
| 1Y | +4.7% | +22.4% | -17.7% | +1.2% |
| 3Y | +29.1% | +91.7% | -62.6% | +17.8% |
| 5Y | +6.9% | +79.0% | -72.1% | -2.7% |
| All | +66.9% | +159.3% | -92.3% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling