+43.4%
IYR vs FOXA
+92.4%
-48.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | -2.7% | +5.0% | -7.7% | -4.2% |
| 3M | -2.1% | -3.0% | +0.9% | -2.2% |
| 6M | +3.6% | +14.8% | -11.2% | -2.0% |
| YTD | +8.1% | -8.9% | +17.1% | +9.5% |
| 1Y | +4.7% | +13.3% | -8.6% | -1.4% |
| 3Y | +29.1% | +115.4% | -86.3% | -3.6% |
| 5Y | +6.9% | +95.3% | -88.4% | -19.1% |
| All | +43.4% | +92.4% | -48.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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