+5.9%
IYR vs DD
+67.6%
-61.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -0.1% | +6.7% | -6.8% | -2.1% |
| 30D | +5.7% | +19.4% | -13.7% | -0.2% |
| 3M | -0.6% | +7.6% | -8.2% | -3.1% |
| 6M | +0.5% | +2.9% | -2.4% | -0.9% |
| YTD | +10.4% | +29.9% | -19.4% | -0.2% |
| 1Y | +9.2% | +28.6% | -19.5% | -1.1% |
| 3Y | +40.5% | +90.0% | -49.5% | +6.6% |
| 5Y | +5.9% | +68.1% | -62.2% | -18.4% |
| All | +5.9% | +67.6% | -61.6% | -18.4% |
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