+65.6%
IYR vs FIS
-39.9%
+105.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.3% |
| 7D | -2.8% | -8.9% | +6.1% | +0.2% |
| 30D | -2.5% | -9.9% | +7.4% | +0.8% |
| 3M | -3.0% | 0.0% | -2.9% | -3.6% |
| 6M | +1.6% | -22.9% | +24.5% | +9.9% |
| YTD | +7.3% | -40.9% | +48.2% | +27.3% |
| 1Y | +5.6% | -40.4% | +46.0% | +24.6% |
| 3Y | +28.1% | -25.4% | +53.5% | +35.9% |
| 5Y | +6.1% | -64.8% | +70.9% | +47.0% |
| All | +65.6% | -39.9% | +105.5% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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