+146.2%
IYR vs FIVE
+868.1%
-722.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.5% |
| 7D | -1.2% | +4.3% | -5.5% | -1.9% |
| 30D | -2.9% | +12.5% | -15.4% | -4.8% |
| 3M | +0.8% | +31.2% | -30.4% | -3.7% |
| 6M | +1.9% | +14.4% | -12.5% | -1.2% |
| YTD | +9.6% | +33.9% | -24.3% | +3.6% |
| 1Y | +8.1% | +65.1% | -57.0% | -1.7% |
| 3Y | +29.2% | +49.0% | -19.8% | +14.7% |
| 5Y | +4.3% | +30.3% | -26.0% | -7.7% |
| 10Y | +64.7% | +481.1% | -416.4% | +13.6% |
| All | +146.2% | +868.1% | -722.0% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling