+707.3%
IYR vs GD
+2,145.1%
-1,437.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.6% |
| 7D | +2.8% | -3.9% | +6.7% | +4.6% |
| 30D | +7.3% | +8.1% | -0.7% | +3.5% |
| 3M | -2.0% | -6.8% | +4.7% | +1.0% |
| 6M | +1.5% | +3.0% | -1.5% | -0.4% |
| YTD | +10.5% | +7.8% | +2.8% | +5.4% |
| 1Y | +10.5% | +5.8% | +4.7% | +6.3% |
| 3Y | +37.4% | +55.3% | -17.9% | +8.7% |
| 5Y | +5.9% | +96.7% | -90.8% | -26.0% |
| 10Y | +85.0% | +195.4% | -110.4% | +2.7% |
| All | +707.3% | +2,145.1% | -1,437.8% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling