+700.6%
IYR vs D
+773.6%
-73.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | -1.2% | +0.4% | -1.7% | -1.5% |
| 30D | -2.9% | -3.6% | +0.7% | -1.0% |
| 3M | +0.8% | -1.0% | +1.8% | +1.3% |
| 6M | +1.9% | +6.3% | -4.4% | -2.0% |
| YTD | +9.6% | +14.7% | -5.1% | +1.1% |
| 1Y | +8.1% | +16.9% | -8.9% | -1.6% |
| 3Y | +29.2% | +56.8% | -27.6% | -2.1% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling