+9.2%
IYR vs IP
-3.5%
+12.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +7.2% | +9.4% | -2.2% | +5.9% |
| 3M | +0.4% | -14.1% | +14.4% | +2.2% |
| 6M | +1.4% | +9.2% | -7.7% | -0.1% |
| YTD | +11.3% | -7.5% | +18.9% | +11.5% |
| All | +9.2% | -3.5% | +12.6% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling