+5.5%
IYR vs GD
+97.9%
-92.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -1.2% | -5.3% | +4.0% | +0.7% |
| 30D | -2.9% | -6.4% | +3.6% | -0.5% |
| 3M | +0.8% | +5.7% | -4.9% | -1.6% |
| 6M | +1.9% | -0.9% | +2.8% | +1.9% |
| YTD | +9.6% | +8.2% | +1.5% | +5.5% |
| 1Y | +8.1% | +13.4% | -5.3% | +1.8% |
| 3Y | +29.2% | +68.5% | -39.3% | -0.6% |
| All | +5.5% | +97.9% | -92.5% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling