+144.7%
IYR vs FANG
+1,412.9%
-1,268.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.4% | +2.9% | -4.2% | -1.7% |
| 30D | -2.7% | +2.6% | -5.3% | -3.0% |
| 3M | -2.1% | +7.6% | -9.7% | -3.2% |
| 6M | +3.6% | +17.3% | -13.7% | +1.1% |
| YTD | +8.1% | +38.7% | -30.5% | +3.2% |
| 1Y | +4.7% | +51.6% | -46.9% | -1.3% |
| 3Y | +29.1% | +50.0% | -20.8% | +20.3% |
| 5Y | +6.9% | +237.6% | -230.6% | -11.3% |
| 10Y | +69.0% | +180.7% | -111.7% | +24.7% |
| All | +144.7% | +1,412.9% | -1,268.2% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling