+29.1%
IYR vs DKS
+29.1%
0.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -1.4% | -3.0% | +1.6% | -1.0% |
| 30D | -2.7% | -33.4% | +30.7% | +1.7% |
| 3M | -2.1% | -39.4% | +37.2% | +3.5% |
| 6M | +3.6% | -30.1% | +33.7% | +7.1% |
| YTD | +8.1% | -31.0% | +39.1% | +11.8% |
| 1Y | +4.7% | -40.2% | +44.9% | +10.3% |
| 3Y | +29.1% | +30.9% | -1.8% | +2.0% |
| All | +29.1% | +29.1% | 0.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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