+37.5%
IYR vs DT
+103.5%
-66.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -1.2% | -3.3% | +2.1% | -0.7% |
| 30D | -2.9% | +2.0% | -4.9% | -3.3% |
| 3M | +0.8% | +20.0% | -19.2% | -2.9% |
| 6M | +1.9% | +39.3% | -37.4% | -5.4% |
| YTD | +9.6% | +19.8% | -10.1% | +4.5% |
| 1Y | +8.1% | +4.3% | +3.8% | +5.7% |
| 3Y | +29.2% | +7.7% | +21.5% | +23.3% |
| 5Y | +4.3% | -26.8% | +31.1% | +3.0% |
| All | +37.5% | +103.5% | -66.1% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling