+700.6%
IYR vs DOC
+662.1%
+38.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.5% |
| 7D | -1.2% | -1.5% | +0.2% | -0.3% |
| 30D | -2.9% | -4.8% | +1.9% | +0.2% |
| 3M | +0.8% | +6.9% | -6.0% | -3.8% |
| 6M | +1.9% | +20.7% | -18.9% | -12.0% |
| YTD | +9.6% | +34.1% | -24.5% | -12.1% |
| 1Y | +8.1% | +22.6% | -14.6% | -8.4% |
| 3Y | +29.2% | +20.8% | +8.4% | +7.6% |
| 5Y | +4.3% | -24.9% | +29.2% | +18.5% |
| 10Y | +64.7% | -1.8% | +66.5% | +42.8% |
| All | +700.6% | +662.1% | +38.4% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling