+66.9%
IYR vs DD
+66.6%
+0.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | -1.4% | -3.5% | +2.1% | -0.2% |
| 30D | -2.7% | -11.7% | +9.0% | +1.2% |
| 3M | -2.1% | -9.2% | +7.1% | +0.7% |
| 6M | +3.6% | -7.2% | +10.8% | +5.2% |
| YTD | +8.1% | +6.6% | +1.5% | +4.4% |
| 1Y | +4.7% | +32.0% | -27.3% | -6.4% |
| 3Y | +29.1% | +42.1% | -13.0% | +9.8% |
| 5Y | +6.9% | +58.1% | -51.1% | -14.0% |
| All | +66.9% | +66.6% | +0.4% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling