+65.6%
IYR vs ESI
+310.7%
-245.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.2% |
| 7D | -2.8% | -2.3% | -0.5% | -2.3% |
| 30D | -2.5% | -9.0% | +6.5% | -0.3% |
| 3M | -3.0% | -13.3% | +10.3% | -0.7% |
| 6M | +1.6% | +5.3% | -3.6% | -2.5% |
| YTD | +7.3% | +37.6% | -30.3% | -5.2% |
| 1Y | +5.6% | +33.6% | -28.0% | -6.4% |
| 3Y | +28.1% | +75.8% | -47.7% | +2.1% |
| 5Y | +6.1% | +68.6% | -62.5% | -16.1% |
| All | +65.6% | +310.7% | -245.1% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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