+70.8%
IYR vs IR
+288.5%
-217.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | -1.2% | -2.8% | +1.6% | -0.4% |
| 30D | -2.9% | -15.1% | +12.3% | +1.8% |
| 3M | +0.8% | +6.1% | -5.2% | -1.4% |
| 6M | +1.9% | -16.8% | +18.7% | +6.6% |
| YTD | +9.6% | -3.5% | +13.2% | +9.4% |
| 1Y | +8.1% | -3.5% | +11.6% | +7.6% |
| 3Y | +29.2% | +9.5% | +19.7% | +20.7% |
| 5Y | +4.3% | +45.1% | -40.8% | -11.9% |
| All | +70.8% | +288.5% | -217.8% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling