+6.1%
IYR vs DD
+57.4%
-51.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | -2.8% | -2.9% | +0.1% | -2.0% |
| 30D | -2.5% | -11.5% | +9.0% | +1.1% |
| 3M | -3.0% | -5.4% | +2.4% | -1.6% |
| 6M | +1.6% | -6.9% | +8.5% | +3.0% |
| YTD | +7.3% | +6.9% | +0.4% | +3.4% |
| 1Y | +5.6% | +35.6% | -30.0% | -6.7% |
| 3Y | +28.1% | +42.5% | -14.4% | +8.2% |
| 5Y | +6.1% | +58.5% | -52.4% | -15.4% |
| All | +6.1% | +57.4% | -51.3% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling