+4.8%
IYR vs COO
-39.5%
+44.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.8% |
| 7D | -0.4% | -2.3% | +1.9% | +0.4% |
| 30D | -2.5% | -8.8% | +6.3% | +0.5% |
| 3M | +1.5% | +1.3% | +0.1% | +0.7% |
| 6M | +3.9% | -11.6% | +15.4% | +7.8% |
| YTD | +9.5% | -17.4% | +26.9% | +16.3% |
| 1Y | +7.5% | -1.6% | +9.1% | +6.6% |
| 3Y | +30.8% | -22.6% | +53.4% | +37.3% |
| 5Y | +4.8% | -40.3% | +45.1% | +14.6% |
| All | +4.8% | -39.5% | +44.3% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling