+83.6%
IYR vs DRI
+331.7%
-248.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | +6.6% | +9.7% | -3.1% | +3.8% |
| 3M | -1.8% | +3.2% | -5.0% | -2.9% |
| 6M | +1.4% | +20.6% | -19.1% | -4.4% |
| YTD | +10.5% | +28.3% | -17.7% | +1.9% |
| 1Y | +10.6% | +34.5% | -23.9% | +0.5% |
| 3Y | +41.8% | +66.5% | -24.7% | +19.0% |
| 5Y | +6.0% | +79.6% | -73.6% | -14.1% |
| All | +83.6% | +331.7% | -248.2% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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