+66.2%
IYR vs FND
+58.4%
+7.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.9% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -2.5% | -23.6% | +21.0% | +3.0% |
| 3M | +1.5% | +4.3% | -2.9% | -0.4% |
| 6M | +3.9% | -20.3% | +24.1% | +7.5% |
| YTD | +9.5% | -21.3% | +30.8% | +13.1% |
| 1Y | +7.5% | -45.4% | +52.8% | +19.8% |
| 3Y | +30.8% | -48.9% | +79.7% | +43.4% |
| 5Y | +4.8% | -61.0% | +65.8% | +16.6% |
| All | +66.2% | +58.4% | +7.8% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling