+30.8%
IYR vs IR
+8.4%
+22.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | -2.5% | -13.6% | +11.1% | +0.9% |
| 3M | +1.5% | +3.7% | -2.2% | +0.1% |
| 6M | +3.9% | -13.1% | +16.9% | +6.7% |
| YTD | +9.5% | -5.1% | +14.6% | +9.7% |
| 1Y | +7.5% | -6.5% | +13.9% | +7.8% |
| 3Y | +30.8% | +8.5% | +22.3% | +12.6% |
| All | +30.8% | +8.4% | +22.4% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling