+1.9%
IYR vs IP
-8.6%
+10.4%
-8.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | -1.2% | -5.3% | +4.0% | -0.6% |
| 30D | -2.9% | -10.9% | +8.0% | -1.6% |
| 3M | +0.8% | +11.2% | -10.3% | -0.5% |
| 6M | +1.9% | -10.2% | +12.1% | +3.4% |
| All | +1.9% | -8.6% | +10.4% | +3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling