+69.2%
IYR vs DRI
+348.4%
-279.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -0.9% | -4.8% | +3.9% | +0.5% |
| 30D | -2.4% | -3.9% | +1.6% | -1.4% |
| 3M | -2.0% | +5.1% | -7.1% | -3.7% |
| 6M | +2.5% | +5.5% | -3.0% | +0.4% |
| YTD | +8.3% | +16.5% | -8.2% | +2.8% |
| 1Y | +6.5% | +2.0% | +4.5% | +4.7% |
| 3Y | +29.3% | +54.5% | -25.2% | +11.1% |
| 5Y | +5.7% | +66.6% | -60.9% | -12.5% |
| 10Y | +69.2% | +353.6% | -284.4% | +6.4% |
| All | +69.2% | +348.4% | -279.2% | +6.4% |
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