+26.8%
IYR vs COMP
-49.2%
+76.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.1% | +0.9% |
| 7D | +2.3% | +14.5% | -12.3% | +0.7% |
| 30D | +7.4% | +14.9% | -7.5% | +5.6% |
| 3M | -0.7% | -14.2% | +13.5% | +0.5% |
| 6M | +1.6% | +23.7% | -22.1% | -1.6% |
| YTD | +11.6% | +2.1% | +9.5% | +9.0% |
| 1Y | +10.5% | +26.2% | -15.7% | +5.4% |
| 3Y | +43.4% | +470.9% | -427.5% | +10.5% |
| 5Y | +6.8% | -14.0% | +20.8% | -10.7% |
| All | +26.8% | -49.2% | +76.1% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling