+700.6%
IYR vs IP
+204.9%
+495.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.6% |
| 7D | -1.2% | -5.3% | +4.0% | +0.8% |
| 30D | -2.9% | -10.9% | +8.0% | +1.5% |
| 3M | +0.8% | +11.2% | -10.3% | -4.6% |
| 6M | +1.9% | -10.2% | +12.1% | +3.6% |
| YTD | +9.6% | -2.0% | +11.6% | +6.9% |
| 1Y | +8.1% | -19.1% | +27.2% | +12.9% |
| 3Y | +29.2% | +20.9% | +8.4% | +8.2% |
| 5Y | +4.3% | -17.8% | +22.1% | +1.0% |
| 10Y | +64.7% | +23.5% | +41.2% | +23.8% |
| All | +700.6% | +204.9% | +495.6% | +214.6% |
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