+66.9%
IYR vs FLR
+19.7%
+47.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -1.4% | -3.5% | +2.1% | -1.0% |
| 30D | -2.7% | +4.2% | -6.8% | -3.2% |
| 3M | -2.1% | +8.1% | -10.2% | -3.4% |
| 6M | +3.6% | +21.5% | -17.9% | +0.4% |
| YTD | +8.1% | +36.8% | -28.6% | +3.2% |
| 1Y | +4.7% | +31.2% | -26.5% | +0.1% |
| 3Y | +29.1% | +53.9% | -24.8% | +18.2% |
| 5Y | +6.9% | +243.0% | -236.1% | -11.7% |
| All | +66.9% | +19.7% | +47.2% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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