+2.9%
IYR vs GFS
0.0%
+2.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | -1.4% | +3.8% | -5.2% | -1.8% |
| 30D | -2.7% | -11.7% | +9.0% | -1.4% |
| 3M | -2.1% | -41.8% | +39.6% | +3.4% |
| 6M | +3.6% | +6.6% | -3.0% | 0.0% |
| YTD | +8.1% | +34.6% | -26.5% | +0.3% |
| 1Y | +4.7% | +46.2% | -41.4% | -4.4% |
| 3Y | +29.1% | -20.3% | +49.4% | +26.0% |
| All | +2.9% | 0.0% | +2.9% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling