+66.9%
IYR vs COO
+17.0%
+50.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -1.4% | -22.5% | +21.2% | +7.8% |
| 30D | -2.7% | -29.7% | +27.1% | +10.3% |
| 3M | -2.1% | -20.1% | +18.0% | +5.3% |
| 6M | +3.6% | -26.9% | +30.5% | +15.0% |
| YTD | +8.1% | -34.2% | +42.4% | +24.8% |
| 1Y | +4.7% | -21.3% | +26.0% | +12.0% |
| 3Y | +29.1% | -38.7% | +67.8% | +47.7% |
| 5Y | +6.9% | -52.2% | +59.1% | +32.8% |
| All | +66.9% | +17.0% | +50.0% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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