+65.6%
IYR vs FITB
+288.7%
-223.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | -2.8% | -1.0% | -1.8% | -2.5% |
| 30D | -2.5% | -5.5% | +3.0% | -0.9% |
| 3M | -3.0% | +4.1% | -7.1% | -4.3% |
| 6M | +1.6% | +18.7% | -17.1% | -4.1% |
| YTD | +7.3% | +18.2% | -10.9% | +1.1% |
| 1Y | +5.6% | +23.7% | -18.0% | -2.2% |
| 3Y | +28.1% | +130.8% | -102.6% | -4.4% |
| 5Y | +6.1% | +69.8% | -63.7% | -15.3% |
| All | +65.6% | +288.7% | -223.1% | -1.7% |
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