+699.9%
IYR vs DTE
+1,286.5%
-586.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | -0.4% | +0.9% | -1.3% | -0.9% |
| 30D | -2.5% | -1.9% | -0.7% | -1.4% |
| 3M | +1.5% | -3.3% | +4.8% | +3.5% |
| 6M | +3.9% | -7.1% | +11.0% | +8.4% |
| YTD | +9.5% | +8.1% | +1.4% | +3.6% |
| 1Y | +7.5% | +5.3% | +2.2% | +3.2% |
| 3Y | +30.8% | +48.2% | -17.4% | -0.2% |
| 5Y | +4.8% | +33.2% | -28.4% | -15.1% |
| 10Y | +64.3% | +137.5% | -73.2% | -10.8% |
| All | +699.9% | +1,286.5% | -586.6% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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