+699.9%
IYR vs DD
+360.9%
+338.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | -2.5% | -7.4% | +4.9% | +0.3% |
| 3M | +1.5% | -6.4% | +7.9% | +3.7% |
| 6M | +3.9% | -2.5% | +6.3% | +3.8% |
| YTD | +9.5% | +10.2% | -0.7% | +3.8% |
| 1Y | +7.5% | +36.9% | -29.5% | -7.1% |
| 3Y | +30.8% | +47.0% | -16.2% | +7.0% |
| 5Y | +4.8% | +63.1% | -58.4% | -19.6% |
| 10Y | +64.3% | +68.2% | -3.8% | +13.0% |
| All | +699.9% | +360.9% | +338.9% | +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