+34.6%
IYR vs DT
+101.6%
-67.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.2% |
| 7D | -2.8% | -2.5% | -0.3% | -2.4% |
| 30D | -2.5% | +3.5% | -6.1% | -3.3% |
| 3M | -3.0% | +26.7% | -29.7% | -7.5% |
| 6M | +1.6% | +36.1% | -34.5% | -5.1% |
| YTD | +7.3% | +18.6% | -11.3% | +2.5% |
| 1Y | +5.6% | +7.9% | -2.3% | +2.6% |
| 3Y | +28.1% | +8.6% | +19.5% | +22.1% |
| 5Y | +6.1% | -26.7% | +32.8% | +4.7% |
| All | +34.6% | +101.6% | -67.1% | -4.0% |
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