+713.1%
IYR vs GEN
+886.6%
-173.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +2.1% | +1.0% | +1.1% | +1.9% |
| 30D | +7.2% | +29.1% | -21.9% | +1.6% |
| 3M | +0.4% | +2.9% | -2.5% | -0.9% |
| 6M | +1.4% | +33.6% | -32.2% | -5.4% |
| YTD | +11.3% | +12.0% | -0.7% | +6.9% |
| 1Y | +10.5% | +16.2% | -5.7% | +5.3% |
| 3Y | +41.7% | +65.1% | -23.4% | +24.4% |
| 5Y | +7.1% | +33.3% | -26.2% | -3.4% |
| 10Y | +89.1% | +149.7% | -60.6% | +41.8% |
| All | +713.1% | +886.6% | -173.5% | +381.7% |
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