+38.4%
IYR vs ES
+46.3%
-7.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.4% |
| 7D | +2.0% | +1.9% | +0.1% | +1.3% |
| 30D | +8.2% | +7.1% | +1.2% | +5.5% |
| 3M | -1.7% | -1.9% | +0.2% | -1.2% |
| 6M | -0.4% | +4.4% | -4.7% | -2.1% |
| YTD | +9.9% | +7.3% | +2.6% | +6.6% |
| 1Y | +10.4% | +2.1% | +8.3% | +8.5% |
| 3Y | +38.4% | +41.8% | -3.4% | +14.2% |
| All | +38.4% | +46.3% | -7.9% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling