+66.9%
IYR vs IT
+103.1%
-36.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | -0.6% |
| 7D | -1.4% | -3.7% | +2.3% | -0.5% |
| 30D | -2.7% | +0.1% | -2.7% | -3.0% |
| 3M | -2.1% | +20.7% | -22.8% | -8.4% |
| 6M | +3.6% | +12.0% | -8.4% | -2.1% |
| YTD | +8.1% | -28.8% | +36.9% | +15.3% |
| 1Y | +4.7% | -25.5% | +30.2% | +9.3% |
| 3Y | +29.1% | -48.8% | +77.9% | +46.5% |
| 5Y | +6.9% | -42.7% | +49.7% | +14.0% |
| All | +66.9% | +103.1% | -36.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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