+9.0%
IYR vs FGI
+50.2%
-41.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | -0.3% |
| 7D | -1.2% | +6.9% | -8.1% | -1.3% |
| 30D | +6.1% | +3.9% | +2.2% | +6.0% |
| 3M | +0.9% | +74.3% | -73.3% | -0.2% |
| 6M | +1.2% | +28.9% | -27.8% | +0.2% |
| YTD | +11.1% | +39.1% | -28.0% | +9.8% |
| 1Y | +9.0% | +49.3% | -40.4% | +6.3% |
| All | +9.0% | +50.2% | -41.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling