+64.3%
IYR vs FIVE
+475.1%
-410.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.4% | +3.7% | -4.1% | -1.1% |
| 30D | -2.5% | +4.0% | -6.5% | -3.3% |
| 3M | +1.5% | +36.2% | -34.8% | -4.5% |
| 6M | +3.9% | +18.0% | -14.2% | -0.3% |
| YTD | +9.5% | +34.9% | -25.4% | +2.4% |
| 1Y | +7.5% | +67.9% | -60.5% | -4.0% |
| 3Y | +30.8% | +57.3% | -26.5% | +12.9% |
| 5Y | +4.8% | +39.5% | -34.7% | -10.2% |
| 10Y | +64.3% | +496.4% | -432.1% | +3.5% |
| All | +64.3% | +475.1% | -410.7% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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