+714.7%
IYR vs COO
+1,336.4%
-621.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.8% |
| 7D | +2.3% | +4.3% | -2.0% | +1.0% |
| 30D | +7.4% | +17.6% | -10.2% | +2.2% |
| 3M | -0.7% | -13.9% | +13.2% | +3.1% |
| 6M | +1.6% | +6.6% | -4.9% | -1.4% |
| YTD | +11.6% | -22.0% | +33.6% | +18.8% |
| 1Y | +10.5% | -8.8% | +19.3% | +11.9% |
| 3Y | +43.4% | -21.5% | +64.9% | +48.6% |
| 5Y | +6.8% | -41.0% | +47.8% | +19.4% |
| 10Y | +86.0% | +40.9% | +45.1% | +59.1% |
| All | +714.7% | +1,336.4% | -621.7% | +257.7% |
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