+564.8%
IYR vs FTI
+2,165.1%
-1,600.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.2% | +5.3% | -6.5% | -2.5% |
| 30D | -2.9% | +15.3% | -18.2% | -6.3% |
| 3M | +0.8% | +15.8% | -14.9% | -3.2% |
| 6M | +1.9% | +22.6% | -20.7% | -4.0% |
| YTD | +9.6% | +79.5% | -69.9% | -6.1% |
| 1Y | +8.1% | +102.0% | -93.9% | -10.5% |
| 3Y | +29.2% | +315.8% | -286.6% | -13.7% |
| 5Y | +4.3% | +1,129.5% | -1,125.2% | -50.7% |
| 10Y | +64.7% | +320.9% | -256.2% | -12.8% |
| All | +564.8% | +2,165.1% | -1,600.3% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling