+700.6%
IYR vs EFX
+1,352.6%
-652.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.6% | +2.2% |
| 7D | -1.2% | -8.6% | +7.4% | +2.8% |
| 30D | -2.9% | +0.1% | -3.0% | -3.3% |
| 3M | +0.8% | +3.8% | -3.0% | -2.1% |
| 6M | +1.9% | -13.5% | +15.4% | +6.7% |
| YTD | +9.6% | -17.7% | +27.3% | +16.1% |
| 1Y | +8.1% | -25.6% | +33.7% | +19.4% |
| 3Y | +29.2% | -12.1% | +41.3% | +25.8% |
| 5Y | +4.3% | -33.8% | +38.1% | +12.6% |
| 10Y | +64.7% | +45.1% | +19.5% | +8.1% |
| All | +700.6% | +1,352.6% | -652.0% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling