+29.3%
IYR vs FND
-50.0%
+79.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | -2.4% | -19.6% | +17.2% | +1.6% |
| 3M | -2.0% | -4.3% | +2.3% | -2.0% |
| 6M | +2.5% | -20.4% | +22.9% | +5.8% |
| YTD | +8.3% | -21.9% | +30.2% | +11.7% |
| 1Y | +6.5% | -45.2% | +51.6% | +18.1% |
| All | +29.3% | -50.0% | +79.4% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling