+6.1%
IYR vs IP
-12.7%
+18.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.2% | -0.8% |
| 7D | +2.8% | -5.0% | +7.8% | +3.9% |
| 30D | +7.3% | +6.5% | +0.8% | +5.7% |
| 3M | -2.0% | -18.0% | +16.0% | +2.2% |
| 6M | +1.5% | +10.3% | -8.8% | -1.8% |
| YTD | +10.5% | -9.9% | +20.4% | +11.2% |
| 1Y | +10.5% | -1.1% | +11.6% | +8.3% |
| 3Y | +37.4% | +13.0% | +24.4% | +20.1% |
| All | +6.1% | -12.7% | +18.8% | +1.2% |
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