+89.1%
IYR vs IP
+24.7%
+64.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +7.2% | +9.4% | -2.2% | +4.1% |
| 3M | +0.4% | -14.1% | +14.4% | +4.7% |
| 6M | +1.4% | +9.2% | -7.7% | -2.6% |
| YTD | +11.3% | -7.5% | +18.9% | +11.1% |
| 1Y | +10.5% | -2.8% | +13.3% | +8.2% |
| 3Y | +41.7% | +21.2% | +20.5% | +20.5% |
| 5Y | +7.1% | -11.5% | +18.6% | +1.2% |
| 10Y | +89.1% | +23.7% | +65.4% | +35.7% |
| All | +89.1% | +24.7% | +64.3% | +35.7% |
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