+38.4%
IYR vs COMP
+353.8%
-315.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.7% | -11.3% | -1.6% |
| 7D | +2.0% | +13.4% | -11.5% | +0.7% |
| 30D | +8.2% | +11.1% | -2.9% | +6.9% |
| 3M | -1.7% | -18.8% | +17.1% | -0.2% |
| 6M | -0.4% | +10.5% | -10.9% | -2.3% |
| YTD | +9.9% | -3.4% | +13.3% | +8.1% |
| 1Y | +10.4% | +19.7% | -9.2% | +6.0% |
| 3Y | +38.4% | +381.6% | -343.2% | +2.4% |
| All | +38.4% | +353.8% | -315.3% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling