+6.9%
IYR vs EMR
+62.6%
-55.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -0.4% | +3.1% | -3.5% | -1.3% |
| 30D | -2.5% | -3.5% | +1.0% | -1.5% |
| 3M | +1.5% | +9.8% | -8.3% | -2.1% |
| 6M | +3.9% | +10.8% | -6.9% | -0.5% |
| YTD | +9.5% | +15.9% | -6.4% | +2.6% |
| 1Y | +7.5% | +16.4% | -9.0% | +0.1% |
| 3Y | +30.8% | +62.1% | -31.3% | +3.6% |
| All | +6.9% | +62.6% | -55.7% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 5y: compounded portfolio wealth divided by compounded EMR 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…
5y analysis · Full analysis span regression · 6 months rolling