+10.6%
IYR vs DRI
+34.4%
-23.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.6% | +1.1% | -0.5% | +0.4% |
| 30D | +6.6% | +9.7% | -3.1% | +5.0% |
| 3M | -1.8% | +3.2% | -5.0% | -2.4% |
| 6M | +1.4% | +20.6% | -19.1% | -2.1% |
| YTD | +10.5% | +28.3% | -17.7% | +4.6% |
| 1Y | +10.6% | +34.5% | -23.9% | +3.0% |
| All | +10.6% | +34.4% | -23.8% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling