+64.0%
IYR vs FND
+56.5%
+7.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -1.4% | -5.8% | +4.4% | -0.1% |
| 30D | -2.7% | -20.2% | +17.5% | +2.0% |
| 3M | -2.1% | -12.0% | +9.8% | -0.2% |
| 6M | +3.6% | -18.5% | +22.1% | +6.7% |
| YTD | +8.1% | -22.3% | +30.4% | +12.0% |
| 1Y | +4.7% | -47.6% | +52.4% | +17.9% |
| 3Y | +29.1% | -49.8% | +78.9% | +42.1% |
| 5Y | +6.9% | -63.0% | +69.9% | +20.3% |
| All | +64.0% | +56.5% | +7.6% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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