+6.7%
IYR vs IP
-13.0%
+19.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -1.2% | -2.8% | +1.6% | -0.6% |
| 30D | +6.1% | +9.2% | -3.1% | +3.9% |
| 3M | +0.9% | -16.1% | +17.1% | +4.8% |
| 6M | +1.2% | +9.6% | -8.4% | -2.0% |
| YTD | +11.1% | -8.8% | +19.9% | +11.5% |
| 1Y | +9.0% | -5.5% | +14.5% | +8.2% |
| 3Y | +41.4% | +19.6% | +21.8% | +20.9% |
| 5Y | +6.7% | -13.5% | +20.1% | +2.3% |
| All | +6.7% | -13.0% | +19.6% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling