+8.1%
IYR vs DG
+23.4%
-15.4%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | -1.2% | +8.4% | -9.6% | -2.1% |
| 30D | -2.9% | +4.9% | -7.8% | -3.4% |
| 3M | +0.8% | +29.3% | -28.5% | -1.6% |
| 6M | +1.9% | -11.3% | +13.1% | +2.5% |
| YTD | +9.6% | +1.8% | +7.9% | +9.0% |
| 1Y | +8.1% | +25.3% | -17.3% | +4.1% |
| All | +8.1% | +23.4% | -15.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling