+690.9%
IYR vs BTI
+3,558.3%
-2,867.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -0.9% | -2.4% | +1.5% | 0.0% |
| 30D | -2.4% | -4.8% | +2.4% | -0.6% |
| 3M | -2.0% | -8.1% | +6.1% | +0.9% |
| 6M | +2.5% | -4.2% | +6.7% | +3.5% |
| YTD | +8.3% | -1.3% | +9.6% | +7.8% |
| 1Y | +6.5% | +2.1% | +4.3% | +4.4% |
| 3Y | +29.3% | +108.9% | -79.6% | -5.5% |
| 5Y | +5.7% | +114.5% | -108.8% | -24.6% |
| 10Y | +69.2% | +72.2% | -3.0% | +25.5% |
| All | +690.9% | +3,558.3% | -2,867.3% | +264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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