+310.8%
IYR vs DG
+577.8%
-267.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.6% |
| 7D | -0.4% | -2.5% | +2.1% | 0.0% |
| 30D | -2.5% | +1.0% | -3.5% | -2.8% |
| 3M | +1.5% | +20.3% | -18.9% | -2.2% |
| 6M | +3.9% | -11.7% | +15.6% | +5.7% |
| YTD | +9.5% | -2.3% | +11.9% | +9.2% |
| 1Y | +7.5% | +20.0% | -12.5% | +2.5% |
| 3Y | +30.8% | +7.2% | +23.5% | +23.2% |
| 5Y | +4.8% | -37.9% | +42.7% | +10.2% |
| 10Y | +64.3% | +107.3% | -43.0% | +31.7% |
| All | +310.8% | +577.8% | -267.0% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling