+700.6%
IYR vs FE
+487.8%
+212.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.2% | +1.9% | -3.2% | -2.1% |
| 30D | -2.9% | -1.2% | -1.7% | -2.4% |
| 3M | +0.8% | +3.5% | -2.7% | -0.8% |
| 6M | +1.9% | -6.1% | +7.9% | +4.5% |
| YTD | +9.6% | +7.6% | +2.0% | +5.7% |
| 1Y | +8.1% | +11.9% | -3.8% | +2.3% |
| 3Y | +29.2% | +48.4% | -19.2% | +6.6% |
| 5Y | +4.3% | +44.8% | -40.5% | -13.4% |
| 10Y | +64.7% | +115.9% | -51.2% | +9.7% |
| All | +700.6% | +487.8% | +212.7% | +375.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling