+10.5%
IYR vs COMP
+16.2%
-5.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | +0.3% |
| 7D | +2.1% | +7.2% | -5.1% | +1.6% |
| 30D | +7.2% | +6.4% | +0.8% | +6.5% |
| 3M | +0.4% | -19.4% | +19.8% | +1.3% |
| 6M | +1.4% | +14.6% | -13.1% | -0.2% |
| YTD | +11.3% | -5.5% | +16.8% | +9.4% |
| 1Y | +10.5% | +13.7% | -3.2% | +6.3% |
| All | +10.5% | +16.2% | -5.7% | +6.3% |
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