+84.6%
IYR vs DRI
+332.1%
-247.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | +6.1% | +14.7% | -8.6% | +2.0% |
| 3M | +0.9% | +5.4% | -4.5% | -0.8% |
| 6M | +1.2% | +18.8% | -17.7% | -4.2% |
| YTD | +11.1% | +28.4% | -17.2% | +2.4% |
| 1Y | +9.0% | +37.7% | -28.7% | -1.7% |
| 3Y | +41.4% | +68.0% | -26.5% | +18.4% |
| 5Y | +6.7% | +78.8% | -72.1% | -13.5% |
| All | +84.6% | +332.1% | -247.6% | +18.6% |
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