+706.4%
IYR vs ED
+1,076.4%
-370.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | -0.1% | -1.7% | +1.6% | +0.9% |
| 30D | +5.7% | +10.7% | -5.0% | -0.7% |
| 3M | -0.6% | +11.6% | -12.2% | -7.2% |
| 6M | +0.5% | +13.5% | -13.0% | -7.2% |
| YTD | +10.4% | +23.1% | -12.7% | -3.4% |
| 1Y | +9.2% | +23.1% | -13.9% | -4.6% |
| 3Y | +40.5% | +47.9% | -7.4% | +7.6% |
| 5Y | +5.9% | +83.9% | -77.9% | -29.9% |
| 10Y | +86.5% | +142.1% | -55.6% | -1.3% |
| All | +706.4% | +1,076.4% | -370.0% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling