+10.6%
IYR vs COO
-12.3%
+22.9%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | +6.6% | +14.2% | -7.6% | +4.2% |
| 3M | -1.8% | -18.2% | +16.4% | +2.2% |
| 6M | +1.4% | +5.3% | -3.9% | -0.2% |
| YTD | +10.5% | -23.6% | +34.1% | +15.8% |
| 1Y | +10.6% | -12.7% | +23.3% | +13.0% |
| All | +10.6% | -12.3% | +22.9% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling