+84.6%
IYR vs ED
+143.4%
-58.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.2% | -0.9% | -0.3% | -0.7% |
| 30D | +6.1% | +11.2% | -5.1% | +0.2% |
| 3M | +0.9% | +11.8% | -10.8% | -5.0% |
| 6M | +1.2% | +14.1% | -12.9% | -5.9% |
| YTD | +11.1% | +23.0% | -11.8% | -1.1% |
| 1Y | +9.0% | +23.7% | -14.7% | -3.4% |
| 3Y | +41.4% | +47.7% | -6.3% | +11.7% |
| 5Y | +6.7% | +82.6% | -76.0% | -25.6% |
| All | +84.6% | +143.4% | -58.8% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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