+208.0%
IYR vs BTG
+378.0%
-169.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | -0.4% | +4.8% | -5.2% | -0.7% |
| 30D | -2.5% | +8.3% | -10.9% | -3.0% |
| 3M | +1.5% | +32.3% | -30.8% | -0.4% |
| 6M | +3.9% | +3.0% | +0.9% | +3.2% |
| YTD | +9.5% | +21.9% | -12.4% | +7.5% |
| 1Y | +7.5% | +28.2% | -20.7% | +4.9% |
| 3Y | +30.8% | +99.9% | -69.1% | +23.4% |
| 5Y | +4.8% | +73.6% | -68.8% | -1.0% |
| 10Y | +64.3% | +136.5% | -72.2% | +50.0% |
| All | +208.0% | +378.0% | -169.9% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling