+700.6%
IYR vs DAR
+5,115.2%
-4,414.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | -1.2% | +1.4% | -2.6% | -1.4% |
| 30D | -2.9% | +12.8% | -15.6% | -4.1% |
| 3M | +0.8% | +7.4% | -6.5% | -0.1% |
| 6M | +1.9% | +22.3% | -20.4% | -0.5% |
| YTD | +9.6% | +81.1% | -71.5% | +2.9% |
| 1Y | +8.1% | +106.5% | -98.4% | -0.1% |
| 3Y | +29.2% | +5.3% | +23.9% | +25.9% |
| 5Y | +4.3% | -11.5% | +15.8% | +2.3% |
| 10Y | +64.7% | +353.3% | -288.6% | +37.0% |
| All | +700.6% | +5,115.2% | -4,414.6% | +510.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling