+79.2%
IYR vs GDDY
+390.3%
-311.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | -1.4% | -3.2% | +1.8% | -0.8% |
| 30D | -2.7% | +6.8% | -9.5% | -4.2% |
| 3M | -2.1% | +30.5% | -32.6% | -8.1% |
| 6M | +3.6% | +13.3% | -9.7% | -0.5% |
| YTD | +8.1% | -21.0% | +29.1% | +11.3% |
| 1Y | +4.7% | -34.0% | +38.7% | +11.8% |
| 3Y | +29.1% | +33.1% | -3.9% | +16.1% |
| 5Y | +6.9% | +30.3% | -23.4% | -4.6% |
| 10Y | +69.0% | +205.5% | -136.6% | +32.1% |
| All | +79.2% | +390.3% | -311.2% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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