+5.4%
IYR vs IRM
+187.5%
-182.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +0.6% | +6.8% | -6.2% | -2.1% |
| 30D | +6.6% | +2.6% | +3.9% | +4.9% |
| 3M | -1.8% | -9.5% | +7.6% | +1.5% |
| 6M | +1.4% | -8.5% | +9.9% | +3.9% |
| YTD | +10.5% | +40.3% | -29.7% | -7.5% |
| 1Y | +10.6% | +28.7% | -18.1% | -3.9% |
| 3Y | +41.8% | +111.8% | -70.0% | -11.1% |
| All | +5.4% | +187.5% | -182.1% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling