+700.6%
IYR vs D
+773.6%
-73.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.2% | +1.5% | -2.7% | -2.0% |
| 30D | -2.9% | -2.6% | -0.3% | -1.5% |
| 3M | +0.8% | 0.0% | +0.8% | +0.7% |
| 6M | +1.9% | +7.4% | -5.5% | -2.5% |
| YTD | +9.6% | +15.9% | -6.2% | +0.6% |
| 1Y | +8.1% | +18.1% | -10.0% | -2.2% |
| 3Y | +29.2% | +58.4% | -29.2% | -2.6% |
| 5Y | +4.3% | +5.2% | -0.9% | -2.6% |
| 10Y | +64.7% | +35.9% | +28.8% | +29.5% |
| All | +700.6% | +773.6% | -73.0% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling