+4.7%
IYR vs EW
+7.8%
-3.1%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +1.0% |
| 7D | -1.4% | -6.2% | +4.8% | -0.8% |
| 30D | -2.7% | -9.3% | +6.7% | -1.8% |
| 3M | -2.1% | -1.6% | -0.5% | -2.1% |
| 6M | +3.6% | -0.8% | +4.4% | +3.5% |
| YTD | +8.1% | -1.0% | +9.2% | +8.2% |
| 1Y | +4.7% | +8.2% | -3.4% | +3.9% |
| All | +4.7% | +7.8% | -3.1% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling