+66.9%
IYR vs GNRC
+448.8%
-381.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.2% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -2.7% | -15.7% | +13.1% | +0.3% |
| 3M | -2.1% | -27.3% | +25.2% | +2.9% |
| 6M | +3.6% | -12.1% | +15.6% | +3.9% |
| YTD | +8.1% | +37.1% | -29.0% | -1.7% |
| 1Y | +4.7% | -0.5% | +5.2% | +0.9% |
| 3Y | +29.1% | +61.5% | -32.4% | +8.5% |
| 5Y | +6.9% | -58.6% | +65.5% | +15.0% |
| All | +66.9% | +448.8% | -381.9% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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