+661.8%
IYR vs FLR
+603.8%
+58.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | -1.2% | +5.4% | -6.7% | -2.4% |
| 30D | -2.9% | +11.4% | -14.2% | -5.6% |
| 3M | +0.8% | +11.4% | -10.6% | -2.6% |
| 6M | +1.9% | +16.6% | -14.8% | -3.5% |
| YTD | +9.6% | +41.7% | -32.1% | -0.9% |
| 1Y | +8.1% | +35.4% | -27.3% | -1.9% |
| 3Y | +29.2% | +57.3% | -28.1% | +7.6% |
| 5Y | +4.3% | +241.0% | -236.7% | -30.4% |
| 10Y | +64.7% | +16.6% | +48.0% | +17.3% |
| All | +661.8% | +603.8% | +58.0% | +310.3% |
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