+71.1%
IYR vs D
+36.4%
+34.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | -0.4% | +0.8% | -1.2% | -0.8% |
| 30D | -2.5% | -0.7% | -1.8% | -2.2% |
| 3M | +1.5% | +2.1% | -0.6% | +0.3% |
| 6M | +3.9% | +6.8% | -3.0% | -0.1% |
| YTD | +9.5% | +16.5% | -7.0% | +0.5% |
| 1Y | +7.5% | +19.2% | -11.7% | -2.8% |
| 3Y | +30.8% | +61.9% | -31.1% | -1.7% |
| 5Y | +4.8% | +6.5% | -1.7% | -1.6% |
| All | +71.1% | +36.4% | +34.8% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling