+5.4%
IYR vs DOW
-28.2%
+33.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.6% | +5.2% | -4.6% | -0.4% |
| 30D | +6.6% | +13.2% | -6.6% | +3.8% |
| 3M | -1.8% | +10.1% | -11.9% | -4.0% |
| 6M | +1.4% | -13.1% | +14.5% | +4.0% |
| YTD | +10.5% | +46.1% | -35.6% | -2.8% |
| 1Y | +10.6% | +50.0% | -39.4% | -3.7% |
| 3Y | +41.8% | -20.2% | +62.1% | +48.4% |
| All | +5.4% | -28.2% | +33.6% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling