+700.6%
IYR vs ETR
+1,827.6%
-1,127.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.2% | +1.4% | -2.7% | -1.9% |
| 30D | -2.9% | +1.0% | -3.8% | -3.4% |
| 3M | +0.8% | -1.3% | +2.1% | +1.3% |
| 6M | +1.9% | +1.9% | 0.0% | +0.3% |
| YTD | +9.6% | +18.2% | -8.5% | +0.2% |
| 1Y | +8.1% | +24.7% | -16.6% | -4.0% |
| 3Y | +29.2% | +150.7% | -121.5% | -20.9% |
| 5Y | +4.3% | +127.0% | -122.7% | -33.5% |
| 10Y | +64.7% | +295.5% | -230.8% | -20.4% |
| All | +700.6% | +1,827.6% | -1,127.0% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling