+7.1%
IYR vs ETR
+126.1%
-119.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.6% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | -2.4% | +2.0% | -4.4% | -3.2% |
| 3M | -2.0% | -1.7% | -0.3% | -1.5% |
| 6M | +2.5% | +3.6% | -1.1% | +0.4% |
| YTD | +8.3% | +18.0% | -9.7% | +0.1% |
| 1Y | +6.5% | +26.2% | -19.8% | -4.7% |
| 3Y | +29.3% | +148.0% | -118.7% | -19.8% |
| All | +7.1% | +126.1% | -119.0% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling