+246.1%
IYR vs FN
+3,620.5%
-3,374.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.9% | -1.1% |
| 7D | -1.2% | -1.7% | +0.4% | -1.1% |
| 30D | -2.9% | -22.0% | +19.1% | -0.7% |
| 3M | +0.8% | -43.0% | +43.8% | +5.9% |
| 6M | +1.9% | -27.7% | +29.6% | +3.1% |
| YTD | +9.6% | -10.5% | +20.1% | +7.5% |
| 1Y | +8.1% | +12.5% | -4.4% | +2.5% |
| 3Y | +29.2% | +153.8% | -124.6% | +5.7% |
| 5Y | +4.3% | +288.0% | -283.7% | -21.0% |
| 10Y | +64.7% | +906.4% | -841.7% | +8.5% |
| All | +246.1% | +3,620.5% | -3,374.4% | +99.5% |
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