+699.9%
IYR vs IBN
+1,436.5%
-736.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +0.5% |
| 7D | -0.4% | -2.2% | +1.8% | +0.1% |
| 30D | -2.5% | -2.3% | -0.2% | -2.0% |
| 3M | +1.5% | +15.9% | -14.4% | -2.2% |
| 6M | +3.9% | +5.6% | -1.7% | +2.3% |
| YTD | +9.5% | -0.1% | +9.6% | +9.2% |
| 1Y | +7.5% | -6.5% | +14.0% | +8.7% |
| 3Y | +30.8% | +29.3% | +1.5% | +21.2% |
| 5Y | +4.8% | +56.6% | -51.8% | -8.2% |
| 10Y | +64.3% | +314.4% | -250.0% | +6.9% |
| All | +699.9% | +1,436.5% | -736.7% | +264.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling