+700.6%
IYR vs IT
+1,478.2%
-777.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.6% |
| 7D | -1.2% | -6.0% | +4.8% | +0.5% |
| 30D | -2.9% | 0.0% | -2.9% | -3.2% |
| 3M | +0.8% | +13.1% | -12.2% | -4.5% |
| 6M | +1.9% | +11.7% | -9.8% | -4.4% |
| YTD | +9.6% | -26.1% | +35.7% | +14.9% |
| 1Y | +8.1% | -21.3% | +29.3% | +10.3% |
| 3Y | +29.2% | -46.7% | +75.9% | +44.0% |
| 5Y | +4.3% | -40.5% | +44.8% | +10.4% |
| 10Y | +64.7% | +103.9% | -39.2% | +12.8% |
| All | +700.6% | +1,478.2% | -777.6% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling