+23.1%
IYR vs BTSG
+421.3%
-398.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.4% |
| 7D | -0.4% | +5.7% | -6.1% | -0.9% |
| 30D | -2.5% | +0.2% | -2.7% | -2.6% |
| 3M | +1.5% | +5.6% | -4.2% | +0.5% |
| 6M | +3.9% | +50.8% | -46.9% | -1.0% |
| YTD | +9.5% | +67.0% | -57.5% | +3.2% |
| 1Y | +7.5% | +145.5% | -138.1% | -3.1% |
| All | +23.1% | +421.3% | -398.3% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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