+69.2%
IYR vs M
-7.1%
+76.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.5% |
| 7D | -0.9% | -4.1% | +3.1% | -0.4% |
| 30D | -2.4% | -13.6% | +11.3% | -0.4% |
| 3M | -2.0% | -2.3% | +0.3% | -2.0% |
| 6M | +2.5% | +21.9% | -19.4% | -0.8% |
| YTD | +8.3% | -0.6% | +8.9% | +7.5% |
| 1Y | +6.5% | +29.7% | -23.3% | +1.5% |
| 3Y | +29.3% | +107.3% | -78.0% | +11.2% |
| 5Y | +5.7% | +20.5% | -14.8% | -5.9% |
| 10Y | +69.2% | -6.1% | +75.3% | +18.7% |
| All | +69.2% | -7.1% | +76.3% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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