+5.7%
IYR vs GTLB
-49.8%
+55.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | -2.8% | -4.1% | +1.2% | -2.5% |
| 30D | -2.5% | +12.3% | -14.9% | -3.6% |
| 3M | -3.0% | +65.9% | -68.9% | -7.2% |
| 6M | +1.6% | +104.0% | -102.3% | -5.0% |
| YTD | +7.3% | +26.0% | -18.7% | +4.2% |
| 1Y | +5.6% | -3.5% | +9.1% | +4.7% |
| 3Y | +28.1% | -9.6% | +37.8% | +24.3% |
| All | +5.7% | -49.8% | +55.5% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling