+28.1%
IYR vs DE
+75.2%
-47.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -2.8% | -2.4% | -0.5% | -2.3% |
| 30D | -2.5% | +9.7% | -12.2% | -4.7% |
| 3M | -3.0% | +21.4% | -24.3% | -7.7% |
| 6M | +1.6% | +15.0% | -13.4% | -2.3% |
| YTD | +7.3% | +46.4% | -39.1% | -4.3% |
| 1Y | +5.6% | +45.6% | -40.0% | -5.9% |
| All | +28.1% | +75.2% | -47.1% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling