+711.5%
IYR vs GD
+2,213.6%
-1,502.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.2% | +0.6% | -1.8% | -1.5% |
| 30D | +6.1% | +9.5% | -3.4% | +1.7% |
| 3M | +0.9% | -5.8% | +6.8% | +3.6% |
| 6M | +1.2% | +7.7% | -6.6% | -2.8% |
| YTD | +11.1% | +11.1% | +0.1% | +4.5% |
| 1Y | +9.0% | +6.1% | +2.9% | +4.7% |
| 3Y | +41.4% | +59.8% | -18.4% | +10.3% |
| 5Y | +6.7% | +104.6% | -98.0% | -26.8% |
| 10Y | +87.7% | +170.6% | -82.9% | +8.7% |
| All | +711.5% | +2,213.6% | -1,502.1% | +157.4% |
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