+12.4%
IYR vs DOC
+21.8%
-9.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.3% |
| 7D | +6.9% | +8.7% | -1.8% | +4.5% |
| 30D | +10.2% | +7.6% | +2.6% | +8.0% |
| 3M | -0.3% | -5.3% | +5.0% | +0.8% |
| 6M | +3.6% | +27.6% | -24.0% | -1.5% |
| YTD | +12.5% | +32.4% | -19.9% | +5.9% |
| 1Y | +12.4% | +22.9% | -10.4% | +8.3% |
| All | +12.4% | +21.8% | -9.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling