+690.9%
IYR vs HIG
+356.4%
+334.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -2.4% | -2.8% | +0.5% | -1.7% |
| 3M | -2.0% | +6.3% | -8.4% | -3.6% |
| 6M | +2.5% | -0.1% | +2.6% | +2.3% |
| YTD | +8.3% | +0.4% | +7.9% | +7.9% |
| 1Y | +6.5% | +6.2% | +0.2% | +4.5% |
| 3Y | +29.3% | +101.6% | -72.3% | +7.9% |
| 5Y | +5.7% | +119.8% | -114.2% | -14.1% |
| 10Y | +69.2% | +311.7% | -242.5% | +14.2% |
| All | +690.9% | +356.4% | +334.5% | +308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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