+1.6%
IYR vs IOT
+55.2%
-53.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.7% |
| 7D | -0.9% | +5.1% | -6.0% | -1.4% |
| 30D | -2.4% | -3.0% | +0.7% | -2.2% |
| 3M | -2.0% | +15.0% | -17.0% | -3.8% |
| 6M | +2.5% | +13.1% | -10.7% | +0.3% |
| YTD | +8.3% | +9.0% | -0.7% | +5.9% |
| 1Y | +6.5% | +0.1% | +6.3% | +4.7% |
| 3Y | +29.3% | +26.4% | +2.9% | +19.6% |
| All | +1.6% | +55.2% | -53.6% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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