+86.0%
IYR vs IP
+31.6%
+54.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +0.7% |
| 7D | +2.3% | -3.0% | +5.3% | +3.2% |
| 30D | +7.4% | +10.6% | -3.2% | +4.0% |
| 3M | -0.7% | -13.6% | +12.9% | +3.4% |
| 6M | +1.6% | +10.4% | -8.8% | -2.8% |
| YTD | +11.6% | -6.5% | +18.1% | +10.9% |
| 1Y | +10.5% | -2.1% | +12.6% | +8.0% |
| 3Y | +43.4% | +22.0% | +21.4% | +21.8% |
| 5Y | +6.8% | -9.7% | +16.5% | +0.3% |
| 10Y | +86.0% | +26.8% | +59.2% | +34.0% |
| All | +86.0% | +31.6% | +54.4% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling