+28.1%
IYR vs INDA
+6.8%
+21.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.5% |
| 7D | -2.8% | -3.6% | +0.8% | -1.5% |
| 30D | -2.5% | -4.0% | +1.4% | -1.1% |
| 3M | -3.0% | +1.7% | -4.7% | -3.7% |
| 6M | +1.6% | -3.6% | +5.3% | +2.8% |
| YTD | +7.3% | -11.0% | +18.3% | +11.9% |
| 1Y | +5.6% | -9.5% | +15.1% | +9.3% |
| All | +28.1% | +6.8% | +21.3% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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