+690.9%
IYR vs DE
+5,348.3%
-4,657.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -0.9% | -3.0% | +2.1% | +0.3% |
| 30D | -2.4% | +11.1% | -13.5% | -6.7% |
| 3M | -2.0% | +17.6% | -19.6% | -8.9% |
| 6M | +2.5% | +13.6% | -11.1% | -3.9% |
| YTD | +8.3% | +46.3% | -38.0% | -9.0% |
| 1Y | +6.5% | +44.2% | -37.7% | -10.4% |
| 3Y | +29.3% | +76.6% | -47.3% | -1.9% |
| 5Y | +5.7% | +98.2% | -92.6% | -26.6% |
| 10Y | +69.2% | +863.5% | -794.3% | -45.3% |
| All | +690.9% | +5,348.3% | -4,657.3% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling