+7.1%
IYR vs FIVE
+18.8%
-11.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.1% | +7.3% | -5.2% | +1.1% |
| 30D | +7.2% | +18.1% | -10.9% | +4.7% |
| 3M | +0.4% | +7.7% | -7.3% | -0.8% |
| 6M | +1.4% | +13.6% | -12.2% | -0.9% |
| YTD | +11.3% | +34.6% | -23.2% | +5.8% |
| 1Y | +10.5% | +66.2% | -55.8% | +1.7% |
| 3Y | +41.7% | +43.5% | -1.8% | +31.7% |
| 5Y | +7.1% | +20.7% | -13.6% | +1.2% |
| All | +7.1% | +18.8% | -11.7% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling