+41.7%
IYR vs FDS
-24.9%
+66.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +2.1% | -2.0% | +4.1% | +2.4% |
| 30D | +7.2% | +13.5% | -6.4% | +5.4% |
| 3M | +0.4% | +15.2% | -14.8% | -1.6% |
| 6M | +1.4% | +47.0% | -45.6% | -4.4% |
| YTD | +11.3% | +13.9% | -2.5% | +10.7% |
| 1Y | +10.5% | +25.2% | -14.7% | +6.7% |
| 3Y | +41.7% | -25.3% | +67.0% | +56.4% |
| All | +41.7% | -24.9% | +66.6% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling