+66.9%
IYR vs EFV
+169.9%
-103.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | 0.0% |
| 7D | -1.4% | -0.8% | -0.6% | -0.8% |
| 30D | -2.7% | +0.6% | -3.3% | -3.1% |
| 3M | -2.1% | +7.5% | -9.7% | -7.5% |
| 6M | +3.6% | +13.0% | -9.4% | -6.1% |
| YTD | +8.1% | +18.3% | -10.2% | -5.6% |
| 1Y | +4.7% | +26.7% | -22.0% | -13.5% |
| 3Y | +29.1% | +89.6% | -60.5% | -22.7% |
| 5Y | +6.9% | +98.2% | -91.3% | -38.7% |
| All | +66.9% | +169.9% | -103.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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