+8.0%
IYR vs GTLB
-47.1%
+55.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -1.2% | +11.1% | -12.3% | -2.1% |
| 30D | -2.9% | +37.8% | -40.7% | -5.5% |
| 3M | +0.8% | +61.6% | -60.7% | -3.3% |
| 6M | +1.9% | +98.9% | -97.1% | -4.5% |
| YTD | +9.6% | +32.8% | -23.1% | +6.1% |
| 1Y | +8.1% | +14.7% | -6.6% | +5.5% |
| 3Y | +29.2% | +1.3% | +27.9% | +24.2% |
| All | +8.0% | -47.1% | +55.1% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling