+700.6%
IYR vs DD
+361.9%
+338.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -1.2% | -3.5% | +2.3% | +0.1% |
| 30D | -2.9% | -10.3% | +7.5% | +1.2% |
| 3M | +0.8% | -7.5% | +8.4% | +3.5% |
| 6M | +1.9% | -8.0% | +9.9% | +4.1% |
| YTD | +9.6% | +10.5% | -0.8% | +3.8% |
| 1Y | +8.1% | +38.3% | -30.2% | -6.9% |
| 3Y | +29.2% | +42.5% | -13.3% | +7.0% |
| 5Y | +4.3% | +60.2% | -55.9% | -19.4% |
| 10Y | +64.7% | +68.9% | -4.2% | +13.1% |
| All | +700.6% | +361.9% | +338.7% | +206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling