+700.6%
IYR vs GD
+2,153.3%
-1,452.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | -1.2% | -5.3% | +4.0% | +1.2% |
| 30D | -2.9% | -6.4% | +3.6% | +0.1% |
| 3M | +0.8% | +5.7% | -4.9% | -2.1% |
| 6M | +1.9% | -0.9% | +2.8% | +1.6% |
| YTD | +9.6% | +8.2% | +1.5% | +4.6% |
| 1Y | +8.1% | +13.4% | -5.3% | +0.7% |
| 3Y | +29.2% | +68.5% | -39.3% | -1.9% |
| 5Y | +4.3% | +97.2% | -92.9% | -27.1% |
| 10Y | +64.7% | +190.2% | -125.5% | -7.7% |
| All | +700.6% | +2,153.3% | -1,452.8% | +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