+6.7%
IYR vs DAR
-31.4%
+38.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.0% |
| 7D | -1.2% | +3.6% | -4.8% | -1.8% |
| 30D | +6.1% | -11.3% | +17.4% | +8.0% |
| 3M | +0.9% | -13.1% | +14.1% | +2.9% |
| 6M | +1.2% | -15.1% | +16.3% | +3.3% |
| YTD | +11.1% | +50.5% | -39.4% | +1.6% |
| 1Y | +9.0% | +57.9% | -48.9% | -1.4% |
| 3Y | +41.4% | +28.9% | +12.5% | +29.1% |
| 5Y | +6.7% | -31.4% | +38.1% | +13.3% |
| All | +6.7% | -31.4% | +38.0% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling