+86.0%
IYR vs D
+42.1%
+43.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.8% |
| 7D | +2.3% | +0.8% | +1.5% | +1.8% |
| 30D | +7.4% | +10.7% | -3.3% | +1.9% |
| 3M | -0.7% | +2.3% | -3.0% | -2.0% |
| 6M | +1.6% | +12.5% | -10.8% | -4.8% |
| YTD | +11.6% | +20.1% | -8.5% | +0.8% |
| 1Y | +10.5% | +15.6% | -5.1% | +1.6% |
| 3Y | +43.4% | +75.2% | -31.8% | +3.7% |
| 5Y | +6.8% | +14.6% | -7.8% | -3.5% |
| 10Y | +86.0% | +43.8% | +42.2% | +51.5% |
| All | +86.0% | +42.1% | +43.8% | +51.5% |
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