+86.0%
IYR vs FN
+837.6%
-751.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.9% | -10.3% | +0.3% |
| 7D | +2.3% | +16.3% | -14.0% | +0.3% |
| 30D | +7.4% | -24.7% | +32.1% | +9.9% |
| 3M | -0.7% | -34.9% | +34.2% | +2.7% |
| 6M | +1.6% | -41.1% | +42.7% | +5.2% |
| YTD | +11.6% | -19.6% | +31.2% | +9.3% |
| 1Y | +10.5% | -18.5% | +29.0% | +7.5% |
| 3Y | +43.4% | +119.1% | -75.7% | +13.4% |
| 5Y | +6.8% | +206.9% | -200.1% | -22.9% |
| 10Y | +86.0% | +826.4% | -740.4% | +13.0% |
| All | +86.0% | +837.6% | -751.6% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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