+29.3%
IYR vs DG
+4.6%
+24.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.9% |
| 7D | -0.9% | -4.8% | +3.9% | -0.5% |
| 30D | -2.4% | +1.8% | -4.1% | -2.5% |
| 3M | -2.0% | +14.5% | -16.5% | -3.1% |
| 6M | +2.5% | -13.6% | +16.0% | +3.4% |
| YTD | +8.3% | -4.8% | +13.2% | +8.4% |
| 1Y | +6.5% | +21.6% | -15.1% | +4.4% |
| All | +29.3% | +4.6% | +24.7% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling