+45.6%
IYR vs DOW
-15.8%
+61.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.1% |
| 7D | -1.2% | -2.4% | +1.1% | -0.6% |
| 30D | -2.9% | +0.4% | -3.2% | -3.2% |
| 3M | +0.8% | -14.4% | +15.2% | +4.6% |
| 6M | +1.9% | -7.0% | +8.8% | +1.5% |
| YTD | +9.6% | +30.2% | -20.6% | -2.5% |
| 1Y | +8.1% | +29.2% | -21.1% | -4.6% |
| 3Y | +29.2% | -36.7% | +65.9% | +41.8% |
| 5Y | +4.3% | -37.7% | +42.0% | +13.2% |
| All | +45.6% | -15.8% | +61.4% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling