+706.4%
IYR vs EW
+7,129.0%
-6,422.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.1% | +4.9% | -5.0% | -1.2% |
| 30D | +5.7% | +24.1% | -18.4% | +0.5% |
| 3M | -0.6% | +13.7% | -14.3% | -3.7% |
| 6M | +0.5% | +32.7% | -32.2% | -6.2% |
| YTD | +10.4% | +24.1% | -13.7% | +4.3% |
| 1Y | +9.2% | +23.6% | -14.4% | +3.2% |
| 3Y | +40.5% | +64.8% | -24.2% | +20.2% |
| 5Y | +5.9% | -8.8% | +14.7% | +2.7% |
| 10Y | +86.5% | +248.8% | -162.2% | +31.6% |
| All | +706.4% | +7,129.0% | -6,422.6% | +230.7% |
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