+64.3%
IYR vs FE
+113.1%
-48.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.7% |
| 30D | -2.5% | -2.1% | -0.4% | -1.6% |
| 3M | +1.5% | +2.6% | -1.2% | +0.2% |
| 6M | +3.9% | -6.8% | +10.6% | +7.1% |
| YTD | +9.5% | +6.9% | +2.7% | +5.8% |
| 1Y | +7.5% | +11.6% | -4.1% | +1.6% |
| 3Y | +30.8% | +47.7% | -16.9% | +7.3% |
| 5Y | +4.8% | +46.2% | -41.4% | -13.9% |
| 10Y | +64.3% | +109.2% | -44.8% | +22.5% |
| All | +64.3% | +113.1% | -48.8% | +22.5% |
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