+639.1%
IYR vs GRMN
+6,622.3%
-5,983.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -2.5% | -11.3% | +8.8% | +0.8% |
| 3M | +1.5% | +17.7% | -16.3% | -3.8% |
| 6M | +3.9% | +14.2% | -10.3% | -0.9% |
| YTD | +9.5% | +37.0% | -27.5% | -1.2% |
| 1Y | +7.5% | +17.0% | -9.5% | +1.1% |
| 3Y | +30.8% | +183.2% | -152.4% | -7.6% |
| 5Y | +4.8% | +77.3% | -72.5% | -16.1% |
| 10Y | +64.3% | +630.9% | -566.6% | -12.0% |
| All | +639.1% | +6,622.3% | -5,983.2% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling