+6.5%
IYR vs ITOT
+74.3%
-67.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.2% |
| 7D | -1.4% | -0.9% | -0.5% | -0.7% |
| 30D | -2.7% | -1.5% | -1.2% | -1.7% |
| 3M | -2.1% | +3.6% | -5.7% | -4.8% |
| 6M | +3.6% | +13.7% | -10.1% | -6.2% |
| YTD | +8.1% | +12.9% | -4.8% | -1.7% |
| 1Y | +4.7% | +17.2% | -12.5% | -7.6% |
| 3Y | +29.1% | +75.6% | -46.5% | -19.2% |
| All | +6.5% | +74.3% | -67.8% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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