+6.9%
IYR vs FRSH
-72.4%
+79.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -0.9% | -9.6% | +8.6% | +0.2% |
| 30D | -2.4% | -0.4% | -1.9% | -2.4% |
| 3M | -2.0% | +27.2% | -29.2% | -5.0% |
| 6M | +2.5% | +42.2% | -39.7% | -2.3% |
| YTD | +8.3% | -2.6% | +10.9% | +7.5% |
| 1Y | +6.5% | -10.2% | +16.6% | +6.6% |
| 3Y | +29.3% | -45.5% | +74.9% | +34.9% |
| All | +6.9% | -72.4% | +79.3% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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