+83.4%
IYR vs IP
+19.1%
+64.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -0.1% | -0.9% | +0.8% | +0.1% |
| 30D | +5.7% | +6.7% | -1.0% | +3.5% |
| 3M | -0.6% | -16.6% | +16.0% | +4.6% |
| 6M | +0.5% | +6.0% | -5.5% | -2.7% |
| YTD | +10.4% | -10.7% | +21.1% | +11.3% |
| 1Y | +9.2% | -6.7% | +15.9% | +8.3% |
| 3Y | +40.5% | +17.1% | +23.4% | +20.7% |
| 5Y | +5.9% | -14.6% | +20.5% | +1.2% |
| All | +83.4% | +19.1% | +64.3% | +36.5% |
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