+4.8%
IYR vs ED
+71.7%
-66.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -0.4% | +0.5% | -0.9% | -0.7% |
| 30D | -2.5% | +1.1% | -3.6% | -3.1% |
| 3M | +1.5% | +4.6% | -3.2% | -0.9% |
| 6M | +3.9% | -2.0% | +5.8% | +4.6% |
| YTD | +9.5% | +11.7% | -2.2% | +3.1% |
| 1Y | +7.5% | +15.7% | -8.3% | -0.9% |
| 3Y | +30.8% | +34.4% | -3.6% | +8.6% |
| 5Y | +4.8% | +67.3% | -62.5% | -20.5% |
| All | +4.8% | +71.7% | -66.9% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling