+30.8%
IYR vs FDS
-30.4%
+61.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.5% |
| 7D | -0.4% | -5.4% | +5.0% | +0.4% |
| 30D | -2.5% | +1.6% | -4.1% | -2.8% |
| 3M | +1.5% | +17.7% | -16.3% | -1.3% |
| 6M | +3.9% | +29.1% | -25.2% | -0.9% |
| YTD | +9.5% | +1.0% | +8.6% | +10.6% |
| 1Y | +7.5% | -21.6% | +29.1% | +17.0% |
| 3Y | +30.8% | -30.1% | +60.9% | +43.6% |
| All | +30.8% | -30.4% | +61.2% | +43.6% |
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