+83.2%
IYR vs FE
+107.2%
-24.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +8.2% | +5.2% | +3.0% | +5.7% |
| 3M | -1.7% | 0.0% | -1.7% | -1.8% |
| 6M | -0.4% | +5.0% | -5.4% | -2.8% |
| YTD | +9.9% | +7.9% | +2.0% | +5.7% |
| 1Y | +10.4% | +6.3% | +4.1% | +6.9% |
| 3Y | +38.4% | +46.0% | -7.6% | +14.3% |
| 5Y | +5.2% | +45.6% | -40.4% | -13.3% |
| All | +83.2% | +107.2% | -24.0% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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