+6.1%
IYR vs FTI
+1,109.5%
-1,103.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.6% |
| 7D | -2.8% | -5.6% | +2.8% | -2.1% |
| 30D | -2.5% | +0.4% | -2.9% | -2.6% |
| 3M | -3.0% | +8.1% | -11.1% | -4.1% |
| 6M | +1.6% | +16.7% | -15.1% | -0.8% |
| YTD | +7.3% | +70.0% | -62.7% | -0.5% |
| 1Y | +5.6% | +85.4% | -79.8% | -3.4% |
| 3Y | +28.1% | +265.9% | -237.8% | +5.2% |
| 5Y | +6.1% | +1,072.7% | -1,066.6% | -27.0% |
| All | +6.1% | +1,109.5% | -1,103.4% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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