+83.6%
IYR vs IT
+90.0%
-6.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | +6.6% | -1.8% | +8.4% | +6.5% |
| 3M | -1.8% | +4.8% | -6.7% | -4.1% |
| 6M | +1.4% | +33.0% | -31.6% | -8.8% |
| YTD | +10.5% | -23.8% | +34.4% | +15.0% |
| 1Y | +10.6% | -16.5% | +27.1% | +11.6% |
| 3Y | +41.8% | -53.6% | +95.5% | +67.8% |
| 5Y | +6.0% | -42.1% | +48.2% | +12.8% |
| All | +83.6% | +90.0% | -6.4% | +22.2% |
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