+700.6%
IYR vs COO
+1,463.5%
-763.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -1.2% | -2.2% | +1.0% | -0.6% |
| 30D | -2.9% | -7.0% | +4.2% | -0.8% |
| 3M | +0.8% | +12.2% | -11.4% | -3.0% |
| 6M | +1.9% | -15.1% | +17.0% | +6.5% |
| YTD | +9.6% | -15.1% | +24.7% | +14.5% |
| 1Y | +8.1% | +2.3% | +5.7% | +6.2% |
| 3Y | +29.2% | -23.7% | +52.9% | +35.9% |
| 5Y | +4.3% | -38.9% | +43.2% | +16.0% |
| 10Y | +64.7% | +49.9% | +14.8% | +39.1% |
| All | +700.6% | +1,463.5% | -763.0% | +244.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling