+43.6%
IYR vs DOW
-17.0%
+60.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.8% | +1.3% |
| 7D | -1.4% | -1.4% | 0.0% | -1.0% |
| 30D | -2.7% | -3.9% | +1.3% | -1.8% |
| 3M | -2.1% | -12.7% | +10.5% | +1.0% |
| 6M | +3.6% | -13.7% | +17.3% | +5.6% |
| YTD | +8.1% | +28.4% | -20.3% | -3.4% |
| 1Y | +4.7% | +21.8% | -17.0% | -5.8% |
| 3Y | +29.1% | -35.7% | +64.8% | +40.7% |
| 5Y | +6.9% | -36.8% | +43.8% | +15.4% |
| All | +43.6% | -17.0% | +60.6% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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