+41.8%
IYR vs EW
+62.8%
-21.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +0.6% | +4.9% | -4.3% | 0.0% |
| 30D | +6.6% | +23.9% | -17.4% | +3.8% |
| 3M | -1.8% | +15.8% | -17.6% | -3.6% |
| 6M | +1.4% | +31.7% | -30.2% | -2.0% |
| YTD | +10.5% | +25.7% | -15.2% | +7.2% |
| 1Y | +10.6% | +24.4% | -13.8% | +7.4% |
| 3Y | +41.8% | +65.9% | -24.0% | +22.9% |
| All | +41.8% | +62.8% | -21.0% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling