+87.7%
IYR vs FFIV
+130.1%
-42.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -1.2% | -2.9% | +1.7% | -0.5% |
| 30D | +6.1% | -32.4% | +38.5% | +16.3% |
| 3M | +0.9% | -22.7% | +23.6% | +6.3% |
| 6M | +1.2% | -10.7% | +11.9% | +1.7% |
| YTD | +11.1% | +25.4% | -14.2% | +0.1% |
| 1Y | +9.0% | +34.2% | -25.2% | -4.0% |
| 3Y | +41.4% | +101.2% | -59.8% | +5.5% |
| 5Y | +6.7% | +42.0% | -35.3% | -12.9% |
| 10Y | +87.7% | +126.7% | -39.0% | +21.7% |
| All | +87.7% | +130.1% | -42.4% | +21.7% |
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