+6.1%
IYR vs IT
-46.1%
+52.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | -2.8% | -12.7% | +9.9% | -0.5% |
| 30D | -2.5% | -8.9% | +6.4% | -1.1% |
| 3M | -3.0% | +10.1% | -13.1% | -5.8% |
| 6M | +1.6% | +7.3% | -5.6% | -1.6% |
| YTD | +7.3% | -32.4% | +39.7% | +15.0% |
| 1Y | +5.6% | -26.6% | +32.3% | +10.0% |
| 3Y | +28.1% | -51.8% | +79.9% | +45.2% |
| 5Y | +6.1% | -45.6% | +51.7% | +11.4% |
| All | +6.1% | -46.1% | +52.2% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling