+29.3%
IYR vs IBN
+25.8%
+3.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -0.9% | -5.1% | +4.2% | +0.2% |
| 30D | -2.4% | -3.5% | +1.2% | -1.6% |
| 3M | -2.0% | +11.3% | -13.3% | -4.5% |
| 6M | +2.5% | +4.4% | -2.0% | +1.2% |
| YTD | +8.3% | -1.8% | +10.1% | +8.2% |
| 1Y | +6.5% | -8.0% | +14.4% | +7.6% |
| All | +29.3% | +25.8% | +3.5% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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