+69.2%
IYR vs FFIV
+239.4%
-170.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -2.1% |
| 7D | -0.9% | +3.5% | -4.4% | -1.8% |
| 30D | -2.4% | -1.3% | -1.1% | -2.2% |
| 3M | -2.0% | +2.4% | -4.4% | -3.2% |
| 6M | +2.5% | +41.8% | -39.3% | -8.2% |
| YTD | +8.3% | +58.5% | -50.2% | -6.7% |
| 1Y | +6.5% | +24.3% | -17.9% | -1.9% |
| 3Y | +29.3% | +152.0% | -122.7% | -6.8% |
| 5Y | +5.7% | +99.1% | -93.4% | -19.9% |
| 10Y | +69.2% | +242.8% | -173.5% | +8.1% |
| All | +69.2% | +239.4% | -170.2% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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