+6.5%
IYR vs GTLB
-50.1%
+56.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | -1.4% | -5.7% | +4.3% | -0.9% |
| 30D | -2.7% | +15.1% | -17.8% | -3.9% |
| 3M | -2.1% | +65.5% | -67.6% | -6.3% |
| 6M | +3.6% | +102.9% | -99.3% | -3.1% |
| YTD | +8.1% | +25.2% | -17.1% | +5.1% |
| 1Y | +4.7% | -5.5% | +10.2% | +4.0% |
| 3Y | +29.1% | -10.9% | +40.0% | +25.4% |
| All | +6.5% | -50.1% | +56.6% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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