+63.5%
IYR vs DOC
-2.1%
+65.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.3% |
| 7D | -1.2% | -1.5% | +0.2% | -0.4% |
| 30D | -2.9% | -4.8% | +1.9% | -0.2% |
| 3M | +0.8% | +6.9% | -6.0% | -3.1% |
| 6M | +1.9% | +20.7% | -18.9% | -9.9% |
| YTD | +9.6% | +34.1% | -24.5% | -9.2% |
| 1Y | +8.1% | +22.6% | -14.6% | -6.0% |
| 3Y | +29.2% | +20.8% | +8.4% | +11.2% |
| 5Y | +4.3% | -24.9% | +29.2% | +18.2% |
| All | +63.5% | -2.1% | +65.6% | +59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling