+7.1%
IYR vs FDS
-22.8%
+29.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +2.1% | -2.0% | +4.1% | +2.6% |
| 30D | +7.2% | +13.5% | -6.4% | +3.8% |
| 3M | +0.4% | +15.2% | -14.8% | -3.6% |
| 6M | +1.4% | +47.0% | -45.6% | -9.9% |
| YTD | +11.3% | +13.9% | -2.5% | +7.3% |
| 1Y | +10.5% | +25.2% | -14.7% | +1.9% |
| 3Y | +41.7% | -25.3% | +67.0% | +60.5% |
| 5Y | +7.1% | -23.3% | +30.4% | +17.1% |
| All | +7.1% | -22.8% | +29.9% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling