+713.1%
IYR vs DRI
+4,171.8%
-3,458.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +2.1% | +4.2% | -2.1% | +0.7% |
| 30D | +7.2% | +15.7% | -8.5% | +1.9% |
| 3M | +0.4% | +5.8% | -5.4% | -1.9% |
| 6M | +1.4% | +18.4% | -17.0% | -5.0% |
| YTD | +11.3% | +28.2% | -16.9% | +0.9% |
| 1Y | +10.5% | +35.9% | -25.4% | -2.0% |
| 3Y | +41.7% | +67.7% | -26.0% | +14.4% |
| 5Y | +7.1% | +77.9% | -70.8% | -16.7% |
| 10Y | +89.1% | +338.7% | -249.6% | -6.7% |
| All | +713.1% | +4,171.8% | -3,458.7% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling