+66.9%
IYR vs EFX
+42.6%
+24.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -1.4% | -4.5% | +3.2% | +0.2% |
| 30D | -2.7% | -6.1% | +3.4% | -0.8% |
| 3M | -2.1% | +6.2% | -8.3% | -4.9% |
| 6M | +3.6% | -11.2% | +14.8% | +6.4% |
| YTD | +8.1% | -21.4% | +29.5% | +15.0% |
| 1Y | +4.7% | -34.3% | +39.0% | +18.4% |
| 3Y | +29.1% | -12.5% | +41.6% | +27.3% |
| 5Y | +6.9% | -35.6% | +42.5% | +14.3% |
| All | +66.9% | +42.6% | +24.4% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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