+6.1%
IYR vs DOW
-36.0%
+42.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -2.8% | -2.4% | -0.5% | -2.4% |
| 30D | -2.5% | -4.1% | +1.5% | -1.8% |
| 3M | -3.0% | -12.4% | +9.5% | -0.6% |
| 6M | +1.6% | -10.6% | +12.3% | +2.2% |
| YTD | +7.3% | +31.1% | -23.8% | -3.2% |
| 1Y | +5.6% | +30.5% | -24.9% | -5.3% |
| 3Y | +28.1% | -34.4% | +62.5% | +41.3% |
| 5Y | +6.1% | -35.5% | +41.6% | +15.8% |
| All | +6.1% | -36.0% | +42.1% | +15.8% |
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