+246.9%
IYR vs FN
+2,887.5%
-2,640.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.7% | -12.3% | -1.8% |
| 7D | +2.0% | 0.0% | +2.0% | +1.6% |
| 30D | +8.2% | -34.3% | +42.5% | +12.4% |
| 3M | -1.7% | -39.9% | +38.1% | +2.4% |
| 6M | -0.4% | -51.8% | +51.4% | +5.2% |
| YTD | +9.9% | -28.1% | +38.0% | +9.4% |
| 1Y | +10.4% | -29.1% | +39.5% | +9.7% |
| 3Y | +38.4% | +102.4% | -64.0% | +15.1% |
| 5Y | +5.2% | +171.7% | -166.4% | -17.6% |
| 10Y | +83.8% | +773.5% | -689.7% | +22.1% |
| All | +246.9% | +2,887.5% | -2,640.6% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling