+89.1%
IYR vs GD
+180.8%
-91.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.9% |
| 7D | +2.1% | -1.9% | +4.0% | +2.9% |
| 30D | +7.2% | +10.9% | -3.8% | +2.0% |
| 3M | +0.4% | -6.8% | +7.1% | +3.5% |
| 6M | +1.4% | +7.0% | -5.6% | -2.3% |
| YTD | +11.3% | +11.1% | +0.2% | +4.5% |
| 1Y | +10.5% | +7.0% | +3.4% | +5.6% |
| 3Y | +41.7% | +59.9% | -18.2% | +8.6% |
| 5Y | +7.1% | +102.5% | -95.4% | -28.5% |
| 10Y | +89.1% | +174.0% | -85.0% | +3.0% |
| All | +89.1% | +180.8% | -91.8% | +3.0% |
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