+668.1%
IYR vs FLR
+513.8%
+154.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +0.6% | +5.4% | -4.8% | -0.6% |
| 30D | +6.6% | +2.8% | +3.7% | +5.6% |
| 3M | -1.8% | -6.4% | +4.6% | -0.9% |
| 6M | +1.4% | +8.8% | -7.3% | -2.1% |
| YTD | +10.5% | +23.6% | -13.1% | +2.5% |
| 1Y | +10.6% | +13.8% | -3.2% | +4.4% |
| 3Y | +41.8% | +36.5% | +5.3% | +21.6% |
| 5Y | +6.0% | +119.3% | -113.3% | -21.5% |
| 10Y | +86.7% | +8.0% | +78.7% | +34.8% |
| All | +668.1% | +513.8% | +154.3% | +324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling