+249.0%
IYR vs FN
+2,575.5%
-2,326.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -14.2% | +12.5% | -0.3% |
| 7D | +2.8% | -16.0% | +18.8% | +4.3% |
| 30D | +7.3% | -40.1% | +47.4% | +12.6% |
| 3M | -2.0% | -43.9% | +41.9% | +2.9% |
| 6M | +1.5% | -55.6% | +57.2% | +8.2% |
| YTD | +10.5% | -35.7% | +46.2% | +11.4% |
| 1Y | +10.5% | -39.8% | +50.4% | +11.8% |
| 3Y | +37.4% | +80.3% | -42.8% | +15.8% |
| 5Y | +5.9% | +143.3% | -137.4% | -16.1% |
| 10Y | +85.0% | +682.3% | -597.3% | +24.3% |
| All | +249.0% | +2,575.5% | -2,326.5% | +106.6% |
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