+5.7%
IYR vs FITB
+70.3%
-64.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -2.4% | -5.1% | +2.8% | -0.8% |
| 3M | -2.0% | +3.5% | -5.6% | -3.2% |
| 6M | +2.5% | +17.2% | -14.7% | -2.8% |
| YTD | +8.3% | +17.6% | -9.3% | +2.2% |
| 1Y | +6.5% | +23.4% | -16.9% | -1.3% |
| 3Y | +29.3% | +129.7% | -100.4% | -3.5% |
| 5Y | +5.7% | +68.4% | -62.7% | -13.7% |
| All | +5.7% | +70.3% | -64.6% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling