+38.4%
IYR vs FE
+42.7%
-4.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | +2.0% | -1.0% | +3.0% | +2.4% |
| 30D | +8.2% | +4.1% | +4.1% | +6.4% |
| 3M | -1.7% | -1.0% | -0.7% | -1.4% |
| 6M | -0.4% | +4.0% | -4.4% | -2.1% |
| YTD | +9.9% | +6.8% | +3.1% | +6.4% |
| 1Y | +10.4% | +5.3% | +5.2% | +7.6% |
| 3Y | +38.4% | +44.6% | -6.1% | +10.8% |
| All | +38.4% | +42.7% | -4.2% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling