+1.6%
IYR vs FANG
+14.5%
-12.9%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.7% |
| 7D | -2.8% | +1.2% | -4.0% | -2.7% |
| 30D | -2.5% | +2.4% | -4.9% | -2.2% |
| 3M | -3.0% | +5.1% | -8.0% | -2.6% |
| 6M | +1.6% | +16.4% | -14.8% | +4.8% |
| All | +1.6% | +14.5% | -12.9% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 6mo: compounded portfolio wealth divided by compounded FANG 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…
6mo analysis · Full analysis span regression · 6 months rolling