+65.6%
IYR vs GEN
+157.3%
-91.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.8% | -4.3% | +1.5% | -2.1% |
| 30D | -2.5% | +3.8% | -6.3% | -3.2% |
| 3M | -3.0% | +22.3% | -25.2% | -6.4% |
| 6M | +1.6% | +39.0% | -37.3% | -4.6% |
| YTD | +7.3% | +11.9% | -4.6% | +4.4% |
| 1Y | +5.6% | +4.5% | +1.1% | +4.0% |
| 3Y | +28.1% | +59.0% | -30.9% | +16.3% |
| 5Y | +6.1% | +22.0% | -15.9% | -1.3% |
| All | +65.6% | +157.3% | -91.7% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling