+702.4%
IYR vs IP
+182.7%
+519.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.9% |
| 7D | +2.0% | -5.1% | +7.0% | +4.0% |
| 30D | +8.2% | +8.5% | -0.3% | +4.6% |
| 3M | -1.7% | -13.8% | +12.1% | +3.6% |
| 6M | -0.4% | +5.7% | -6.1% | -4.4% |
| YTD | +9.9% | -9.1% | +19.0% | +9.9% |
| 1Y | +10.4% | -0.8% | +11.3% | +6.3% |
| 3Y | +38.4% | +14.8% | +23.7% | +17.9% |
| 5Y | +5.2% | -11.5% | +16.7% | -1.7% |
| 10Y | +83.8% | +27.9% | +55.9% | +35.2% |
| All | +702.4% | +182.7% | +519.7% | +223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling