+12.4%
IYR vs COMP
+23.8%
-11.3%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.7% | -4.6% | +2.6% |
| 7D | +6.9% | +9.5% | -2.6% | +6.2% |
| 30D | +10.2% | +8.1% | +2.2% | +9.5% |
| 3M | -0.3% | -16.3% | +16.0% | +0.4% |
| 6M | +3.6% | +42.2% | -38.6% | +0.4% |
| YTD | +12.5% | -5.0% | +17.5% | +10.6% |
| 1Y | +12.4% | +20.1% | -7.6% | +7.8% |
| All | +12.4% | +23.8% | -11.3% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling