+700.6%
IYR vs FFIV
+1,728.1%
-1,027.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.2% | -1.0% | -0.3% | -1.1% |
| 30D | -2.9% | -5.1% | +2.2% | -2.3% |
| 3M | +0.8% | -4.5% | +5.3% | +1.2% |
| 6M | +1.9% | +36.5% | -34.6% | -2.9% |
| YTD | +9.6% | +53.0% | -43.3% | +2.6% |
| 1Y | +8.1% | +24.2% | -16.1% | +3.9% |
| 3Y | +29.2% | +137.2% | -108.0% | +12.8% |
| 5Y | +4.3% | +91.8% | -87.5% | -6.8% |
| 10Y | +64.7% | +215.2% | -150.5% | +36.1% |
| All | +700.6% | +1,728.1% | -1,027.5% | +401.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling