+706.4%
IYR vs GEN
+876.1%
-169.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | 0.0% |
| 7D | -0.1% | -3.0% | +2.9% | +0.5% |
| 30D | +5.7% | +24.7% | -19.0% | +0.9% |
| 3M | -0.6% | +4.1% | -4.7% | -2.1% |
| 6M | +0.5% | +36.0% | -35.5% | -6.6% |
| YTD | +10.4% | +10.9% | -0.4% | +6.3% |
| 1Y | +9.2% | +12.2% | -3.0% | +4.8% |
| 3Y | +40.5% | +63.3% | -22.8% | +23.6% |
| 5Y | +5.9% | +29.0% | -23.1% | -3.8% |
| 10Y | +86.5% | +147.5% | -61.0% | +40.1% |
| All | +706.4% | +876.1% | -169.7% | +378.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling