+6.1%
IYR vs DLR
+39.0%
-32.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.1% |
| 7D | -2.8% | -1.3% | -1.5% | -2.3% |
| 30D | -2.5% | -2.9% | +0.3% | -1.4% |
| 3M | -3.0% | +3.2% | -6.2% | -5.0% |
| 6M | +1.6% | +3.9% | -2.2% | -0.9% |
| YTD | +7.3% | +21.4% | -14.1% | -2.8% |
| 1Y | +5.6% | +9.7% | -4.1% | -0.1% |
| 3Y | +28.1% | +56.5% | -28.4% | -1.5% |
| 5Y | +6.1% | +41.5% | -35.4% | -14.4% |
| All | +6.1% | +39.0% | -32.9% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 5y: compounded portfolio wealth divided by compounded DLR 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…
5y analysis · Full analysis span regression · 6 months rolling