+700.6%
IYR vs EMR
+972.6%
-272.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.5% |
| 7D | -1.2% | -1.5% | +0.3% | -0.6% |
| 30D | -2.9% | -5.6% | +2.8% | -0.4% |
| 3M | +0.8% | +7.9% | -7.1% | -3.6% |
| 6M | +1.9% | +6.0% | -4.2% | -2.5% |
| YTD | +9.6% | +16.4% | -6.8% | -0.5% |
| 1Y | +8.1% | +16.6% | -8.5% | -2.5% |
| 3Y | +29.2% | +62.9% | -33.7% | -4.7% |
| 5Y | +4.3% | +60.1% | -55.8% | -23.8% |
| 10Y | +64.7% | +268.8% | -204.1% | -28.6% |
| All | +700.6% | +972.6% | -272.0% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling