+83.6%
IYR vs FITB
+212.2%
-128.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +0.6% | +2.8% | -2.2% | -0.3% |
| 30D | +6.6% | +9.8% | -3.2% | +3.4% |
| 3M | -1.8% | -5.2% | +3.3% | -0.3% |
| 6M | +1.4% | +17.3% | -15.9% | -3.9% |
| YTD | +10.5% | +19.3% | -8.8% | +3.6% |
| 1Y | +10.6% | +32.7% | -22.1% | +0.1% |
| 3Y | +41.8% | +141.6% | -99.8% | +4.0% |
| 5Y | +6.0% | +48.9% | -42.8% | -11.8% |
| All | +83.6% | +212.2% | -128.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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