+711.5%
IYR vs DAR
+4,234.4%
-3,522.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.7% |
| 7D | -1.2% | +3.6% | -4.8% | -1.6% |
| 30D | +6.1% | -11.3% | +17.4% | +7.3% |
| 3M | +0.9% | -13.1% | +14.1% | +2.1% |
| 6M | +1.2% | -15.1% | +16.3% | +2.4% |
| YTD | +11.1% | +50.5% | -39.4% | +6.1% |
| 1Y | +9.0% | +57.9% | -48.9% | +3.4% |
| 3Y | +41.4% | +28.9% | +12.5% | +35.0% |
| 5Y | +6.7% | -31.4% | +38.1% | +7.2% |
| 10Y | +87.7% | +301.0% | -213.4% | +58.0% |
| All | +711.5% | +4,234.4% | -3,522.9% | +528.9% |
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