+12.4%
IYR vs DT
-5.1%
+17.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.1% |
| 7D | +6.9% | -25.5% | +32.4% | +6.9% |
| 30D | +10.2% | -22.3% | +32.5% | +10.2% |
| 3M | -0.3% | +2.3% | -2.7% | -0.3% |
| 6M | +3.6% | +20.7% | -17.1% | +3.7% |
| YTD | +12.5% | +7.9% | +4.5% | +12.9% |
| 1Y | +12.4% | -5.7% | +18.2% | +15.2% |
| All | +12.4% | -5.1% | +17.6% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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