+83.6%
IYR vs GD
+165.7%
-82.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.6% | +2.7% | -2.1% | -0.6% |
| 30D | +6.6% | +8.6% | -2.0% | +2.4% |
| 3M | -1.8% | -7.1% | +5.2% | +1.4% |
| 6M | +1.4% | +7.5% | -6.0% | -2.5% |
| YTD | +10.5% | +9.9% | +0.6% | +4.3% |
| 1Y | +10.6% | +7.6% | +3.1% | +5.4% |
| 3Y | +41.8% | +56.2% | -14.4% | +10.0% |
| 5Y | +6.0% | +100.6% | -94.6% | -28.9% |
| All | +83.6% | +165.7% | -82.1% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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