+250.8%
IYR vs FN
+3,270.0%
-3,019.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | -0.8% |
| 7D | -1.2% | +8.0% | -9.2% | -2.2% |
| 30D | +6.1% | -19.1% | +25.2% | +7.7% |
| 3M | +0.9% | -29.8% | +30.8% | +3.5% |
| 6M | +1.2% | -43.2% | +44.4% | +5.0% |
| YTD | +11.1% | -18.9% | +30.1% | +9.1% |
| 1Y | +9.0% | -17.9% | +26.8% | +6.5% |
| 3Y | +41.4% | +120.1% | -78.7% | +16.7% |
| 5Y | +6.7% | +206.7% | -200.0% | -17.6% |
| 10Y | +87.7% | +804.7% | -717.0% | +24.1% |
| All | +250.8% | +3,270.0% | -3,019.1% | +102.5% |
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