+700.6%
IYR vs IRM
+3,179.2%
-2,478.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.4% |
| 7D | -1.2% | -0.5% | -0.8% | -1.1% |
| 30D | -2.9% | -8.1% | +5.2% | +0.4% |
| 3M | +0.8% | -9.7% | +10.5% | +4.6% |
| 6M | +1.9% | +10.0% | -8.1% | -3.4% |
| YTD | +9.6% | +43.0% | -33.4% | -7.6% |
| 1Y | +8.1% | +32.7% | -24.6% | -6.6% |
| 3Y | +29.2% | +102.7% | -73.5% | -9.4% |
| 5Y | +4.3% | +187.6% | -183.3% | -38.0% |
| 10Y | +64.7% | +420.1% | -355.4% | -27.2% |
| All | +700.6% | +3,179.2% | -2,478.6% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling