+236.9%
IYR vs EFV
+256.4%
-19.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.5% |
| 7D | -0.4% | +1.0% | -1.4% | -1.2% |
| 30D | -2.5% | +0.2% | -2.7% | -2.7% |
| 3M | +1.5% | +9.6% | -8.2% | -6.6% |
| 6M | +3.9% | +14.0% | -10.2% | -7.9% |
| YTD | +9.5% | +18.5% | -8.9% | -6.3% |
| 1Y | +7.5% | +27.9% | -20.4% | -14.1% |
| 3Y | +30.8% | +92.4% | -61.7% | -27.6% |
| 5Y | +4.8% | +97.2% | -92.4% | -43.8% |
| 10Y | +64.3% | +163.0% | -98.7% | -34.0% |
| All | +236.9% | +256.4% | -19.5% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling