+5.9%
IYR vs COMP
-12.0%
+17.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -0.1% | +8.9% | -9.0% | -1.1% |
| 30D | +5.7% | +14.0% | -8.3% | +4.0% |
| 3M | -0.6% | -21.1% | +20.5% | +1.5% |
| 6M | +0.5% | +20.1% | -19.6% | -2.5% |
| YTD | +10.4% | -5.0% | +15.4% | +8.6% |
| 1Y | +9.2% | +5.7% | +3.5% | +6.0% |
| 3Y | +40.5% | +412.2% | -371.7% | +8.1% |
| 5Y | +5.9% | -12.1% | +18.0% | -7.3% |
| All | +5.9% | -12.0% | +17.9% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling