+84.8%
IYR vs ETSY
+134.9%
-50.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.4% |
| 7D | -0.4% | -10.9% | +10.5% | +0.8% |
| 30D | -2.5% | -14.9% | +12.4% | -1.0% |
| 3M | +1.5% | +5.8% | -4.3% | +0.6% |
| 6M | +3.9% | +29.1% | -25.3% | +0.5% |
| YTD | +9.5% | +31.3% | -21.8% | +5.5% |
| 1Y | +7.5% | +25.1% | -17.7% | +3.4% |
| 3Y | +30.8% | +8.5% | +22.3% | +25.4% |
| 5Y | +4.8% | -66.1% | +70.9% | +8.4% |
| 10Y | +64.3% | +410.3% | -346.0% | +29.8% |
| All | +84.8% | +134.9% | -50.1% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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