+699.9%
IYR vs ETR
+1,850.2%
-1,150.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.7% |
| 7D | -0.4% | +1.4% | -1.8% | -1.1% |
| 30D | -2.5% | +1.9% | -4.4% | -3.4% |
| 3M | +1.5% | +1.0% | +0.5% | +0.8% |
| 6M | +3.9% | +4.8% | -1.0% | +0.9% |
| YTD | +9.5% | +19.5% | -10.0% | -0.4% |
| 1Y | +7.5% | +28.1% | -20.6% | -5.8% |
| 3Y | +30.8% | +151.1% | -120.4% | -19.9% |
| 5Y | +4.8% | +125.2% | -120.4% | -32.9% |
| 10Y | +64.3% | +291.1% | -226.8% | -20.2% |
| All | +699.9% | +1,850.2% | -1,150.3% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ETR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling