+4.2%
IYR vs GFS
-3.9%
+8.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.4% | +2.6% | -3.0% | -0.7% |
| 30D | -2.5% | -16.4% | +13.9% | -0.7% |
| 3M | +1.5% | -41.6% | +43.0% | +7.1% |
| 6M | +3.9% | -3.7% | +7.5% | +1.5% |
| YTD | +9.5% | +29.3% | -19.8% | +2.1% |
| 1Y | +7.5% | +37.1% | -29.7% | -1.1% |
| 3Y | +30.8% | -22.1% | +52.9% | +27.8% |
| All | +4.2% | -3.9% | +8.2% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling