+29.1%
IYR vs GFI
+287.6%
-258.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +0.9% |
| 7D | -1.4% | -4.9% | +3.5% | -1.0% |
| 30D | -2.7% | +10.7% | -13.4% | -3.4% |
| 3M | -2.1% | +25.6% | -27.8% | -3.8% |
| 6M | +3.6% | -8.3% | +11.8% | +3.7% |
| YTD | +8.1% | +6.3% | +1.8% | +6.6% |
| 1Y | +4.7% | +22.1% | -17.4% | +1.7% |
| 3Y | +29.1% | +289.2% | -260.1% | +5.7% |
| All | +29.1% | +287.6% | -258.5% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling