+706.4%
IYR vs DAR
+4,328.8%
-3,622.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.8% |
| 7D | -0.1% | +9.2% | -9.3% | -1.0% |
| 30D | +5.7% | -12.3% | +18.0% | +7.0% |
| 3M | -0.6% | -12.7% | +12.1% | +0.5% |
| 6M | +0.5% | -12.8% | +13.3% | +1.5% |
| YTD | +10.4% | +53.8% | -43.3% | +5.2% |
| 1Y | +9.2% | +60.3% | -51.1% | +3.5% |
| 3Y | +40.5% | +31.7% | +8.8% | +33.9% |
| 5Y | +5.9% | -27.7% | +33.7% | +6.0% |
| 10Y | +86.5% | +309.8% | -223.3% | +56.7% |
| All | +706.4% | +4,328.8% | -3,622.4% | +523.6% |
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