+38.6%
IYR vs DT
+75.7%
-37.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.6% | +3.1% | -2.5% | 0.0% |
| 30D | +6.6% | -29.5% | +36.1% | +12.8% |
| 3M | -1.8% | -11.7% | +9.9% | -0.3% |
| 6M | +1.4% | +29.0% | -27.6% | -4.5% |
| YTD | +10.5% | +3.4% | +7.2% | +7.5% |
| 1Y | +10.6% | -4.2% | +14.9% | +9.2% |
| 3Y | +41.8% | -12.8% | +54.7% | +40.2% |
| 5Y | +6.0% | -39.6% | +45.6% | +8.2% |
| All | +38.6% | +75.7% | -37.1% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling