+65.6%
IYR vs IRM
+430.1%
-364.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | 0.0% |
| 7D | -2.8% | -1.8% | -1.0% | -2.0% |
| 30D | -2.5% | -7.8% | +5.2% | +0.9% |
| 3M | -3.0% | -7.9% | +4.9% | 0.0% |
| 6M | +1.6% | +6.3% | -4.7% | -2.7% |
| YTD | +7.3% | +38.2% | -30.9% | -9.7% |
| 1Y | +5.6% | +19.8% | -14.2% | -5.6% |
| 3Y | +28.1% | +98.8% | -70.6% | -14.3% |
| 5Y | +6.1% | +191.8% | -185.7% | -42.5% |
| All | +65.6% | +430.1% | -364.4% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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