+89.1%
IYR vs FN
+772.0%
-682.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.3% |
| 7D | +2.1% | -4.1% | +6.2% | +2.3% |
| 30D | +7.2% | -28.3% | +35.5% | +10.3% |
| 3M | +0.4% | -33.9% | +34.3% | +3.6% |
| 6M | +1.4% | -43.9% | +45.3% | +5.5% |
| YTD | +11.3% | -23.4% | +34.8% | +9.6% |
| 1Y | +10.5% | -25.4% | +35.9% | +8.7% |
| 3Y | +41.7% | +107.9% | -66.2% | +12.7% |
| 5Y | +7.1% | +195.1% | -188.0% | -22.4% |
| 10Y | +89.1% | +794.1% | -705.0% | +15.4% |
| All | +89.1% | +772.0% | -682.9% | +15.4% |
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