+83.6%
IYR vs FN
+700.1%
-616.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +0.8% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | +6.6% | -16.5% | +23.1% | +7.8% |
| 3M | -1.8% | -42.1% | +40.3% | +2.8% |
| 6M | +1.4% | -52.9% | +54.3% | +7.7% |
| YTD | +10.5% | -28.0% | +38.5% | +9.4% |
| 1Y | +10.6% | -18.5% | +29.1% | +7.3% |
| 3Y | +41.8% | +93.9% | -52.0% | +13.6% |
| 5Y | +6.0% | +170.5% | -164.5% | -22.4% |
| All | +83.6% | +700.1% | -616.6% | +13.7% |
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