+6.1%
IYR vs FND
-62.8%
+68.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -2.8% | -5.1% | +2.3% | -1.8% |
| 30D | -2.5% | -22.5% | +20.0% | +2.9% |
| 3M | -3.0% | -5.0% | +2.1% | -2.8% |
| 6M | +1.6% | -21.5% | +23.2% | +5.7% |
| YTD | +7.3% | -23.0% | +30.3% | +11.5% |
| 1Y | +5.6% | -44.9% | +50.5% | +18.3% |
| 3Y | +28.1% | -50.0% | +78.1% | +41.6% |
| 5Y | +6.1% | -63.3% | +69.4% | +17.3% |
| All | +6.1% | -62.8% | +68.9% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling