+86.0%
IYR vs GD
+185.2%
-99.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.7% | +0.5% |
| 7D | +2.3% | -3.0% | +5.3% | +3.7% |
| 30D | +7.4% | +9.3% | -1.9% | +2.9% |
| 3M | -0.7% | -7.2% | +6.5% | +2.6% |
| 6M | +1.6% | +5.5% | -3.8% | -1.4% |
| YTD | +11.6% | +9.5% | +2.1% | +5.5% |
| 1Y | +10.5% | +6.4% | +4.1% | +5.9% |
| 3Y | +43.4% | +59.8% | -16.5% | +9.9% |
| 5Y | +6.8% | +98.0% | -91.2% | -27.8% |
| 10Y | +86.0% | +177.4% | -91.4% | +4.9% |
| All | +86.0% | +185.2% | -99.2% | +4.9% |
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