+66.9%
IYR vs DE
+863.9%
-797.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -1.4% | -2.6% | +1.2% | -0.6% |
| 30D | -2.7% | +9.0% | -11.7% | -5.4% |
| 3M | -2.1% | +19.1% | -21.3% | -7.8% |
| 6M | +3.6% | +14.4% | -10.8% | -1.6% |
| YTD | +8.1% | +45.9% | -37.8% | -5.6% |
| 1Y | +4.7% | +43.6% | -38.9% | -8.3% |
| 3Y | +29.1% | +75.9% | -46.8% | +4.1% |
| 5Y | +6.9% | +98.8% | -91.8% | -19.7% |
| All | +66.9% | +863.9% | -797.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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