+700.6%
IYR vs FDS
+2,035.7%
-1,335.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.4% |
| 7D | -1.2% | -1.9% | +0.7% | -0.7% |
| 30D | -2.9% | +9.0% | -11.9% | -5.8% |
| 3M | +0.8% | +18.9% | -18.0% | -5.7% |
| 6M | +1.9% | +35.1% | -33.3% | -10.1% |
| YTD | +9.6% | +5.5% | +4.1% | +4.2% |
| 1Y | +8.1% | -16.8% | +24.9% | +10.6% |
| 3Y | +29.2% | -28.1% | +57.3% | +37.8% |
| 5Y | +4.3% | -17.4% | +21.7% | +5.3% |
| 10Y | +64.7% | +85.4% | -20.7% | +23.5% |
| All | +700.6% | +2,035.7% | -1,335.1% | +255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling