+30.8%
IYR vs HDB
-27.8%
+58.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.4% |
| 7D | -0.4% | -2.0% | +1.7% | -0.1% |
| 30D | -2.5% | -4.9% | +2.3% | -1.7% |
| 3M | +1.5% | -2.3% | +3.8% | +1.5% |
| 6M | +3.9% | -23.7% | +27.6% | +8.3% |
| YTD | +9.5% | -38.5% | +48.0% | +18.6% |
| 1Y | +7.5% | -36.5% | +43.9% | +15.5% |
| 3Y | +30.8% | -28.5% | +59.2% | +34.4% |
| All | +30.8% | -27.8% | +58.5% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 3y: compounded portfolio wealth divided by compounded HDB 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…
3y analysis · Full analysis span regression · 6 months rolling