+83.6%
IYR vs ED
+147.1%
-63.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.6% |
| 7D | +0.6% | +2.1% | -1.5% | -0.5% |
| 30D | +6.6% | +10.4% | -3.8% | +1.0% |
| 3M | -1.8% | +12.5% | -14.4% | -7.9% |
| 6M | +1.4% | +14.9% | -13.5% | -6.0% |
| YTD | +10.5% | +24.8% | -14.3% | -2.4% |
| 1Y | +10.6% | +23.8% | -13.2% | -2.0% |
| 3Y | +41.8% | +51.6% | -9.8% | +10.4% |
| 5Y | +6.0% | +86.4% | -80.4% | -26.8% |
| All | +83.6% | +147.1% | -63.5% | +11.5% |
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