+72.2%
IYR vs IR
+332.9%
-260.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.6% | +2.5% | -1.9% | -0.1% |
| 30D | +6.6% | +9.2% | -2.6% | +3.7% |
| 3M | -1.8% | +0.9% | -2.8% | -2.4% |
| 6M | +1.4% | +19.2% | -17.8% | -4.3% |
| YTD | +10.5% | +7.5% | +3.1% | +6.7% |
| 1Y | +10.6% | +11.7% | -1.1% | +5.4% |
| 3Y | +41.8% | +23.9% | +17.9% | +27.6% |
| 5Y | +6.0% | +46.4% | -40.3% | -10.9% |
| All | +72.2% | +332.9% | -260.7% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling