+4.7%
IYR vs GRMN
+21.0%
-16.3%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.1% | +0.3% |
| 7D | -1.4% | +2.0% | -3.4% | -1.6% |
| 30D | -2.7% | -8.8% | +6.1% | -1.6% |
| 3M | -2.1% | +19.0% | -21.1% | -4.6% |
| 6M | +3.6% | +20.7% | -17.1% | +0.5% |
| YTD | +8.1% | +40.5% | -32.4% | +2.3% |
| 1Y | +4.7% | +19.1% | -14.4% | +2.4% |
| All | +4.7% | +21.0% | -16.3% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 1y: compounded portfolio wealth divided by compounded GRMN 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…
1y analysis · Full analysis span regression · 6 months rolling