+700.6%
IYR vs EW
+6,042.6%
-5,342.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | -2.9% | +1.0% | -3.9% | -3.1% |
| 3M | +0.8% | +2.8% | -2.0% | 0.0% |
| 6M | +1.9% | +5.5% | -3.6% | +0.2% |
| YTD | +9.6% | +5.5% | +4.2% | +7.7% |
| 1Y | +8.1% | +11.0% | -3.0% | +4.7% |
| 3Y | +29.2% | +17.7% | +11.5% | +19.7% |
| 5Y | +4.3% | -25.7% | +30.0% | +6.0% |
| 10Y | +64.7% | +132.8% | -68.1% | +26.6% |
| All | +700.6% | +6,042.6% | -5,342.1% | +241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling