+66.9%
IYR vs DGX
+255.3%
-188.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -1.4% | -0.9% | -0.5% | -1.0% |
| 30D | -2.7% | -1.2% | -1.5% | -2.3% |
| 3M | -2.1% | +15.8% | -17.9% | -7.6% |
| 6M | +3.6% | +18.2% | -14.6% | -3.2% |
| YTD | +8.1% | +37.2% | -29.1% | -4.9% |
| 1Y | +4.7% | +30.4% | -25.6% | -6.2% |
| 3Y | +29.1% | +96.7% | -67.6% | -2.9% |
| 5Y | +6.9% | +67.2% | -60.2% | -15.5% |
| All | +66.9% | +255.3% | -188.4% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling