+83.4%
IYR vs FDS
+127.0%
-43.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -0.1% | -2.6% | +2.5% | +0.7% |
| 30D | +5.7% | +14.1% | -8.4% | +1.0% |
| 3M | -0.6% | +19.8% | -20.4% | -7.2% |
| 6M | +0.5% | +55.0% | -54.4% | -15.7% |
| YTD | +10.4% | +15.9% | -5.5% | +2.0% |
| 1Y | +9.2% | +24.2% | -15.0% | -2.5% |
| 3Y | +40.5% | -24.0% | +64.6% | +52.1% |
| 5Y | +5.9% | -23.3% | +29.3% | +12.7% |
| All | +83.4% | +127.0% | -43.6% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling