+4.8%
IYR vs M
+24.8%
-20.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.2% |
| 7D | -0.4% | +2.4% | -2.8% | -0.7% |
| 30D | -2.5% | -11.6% | +9.1% | -1.1% |
| 3M | +1.5% | +1.6% | -0.2% | +1.0% |
| 6M | +3.9% | +25.2% | -21.4% | +0.5% |
| YTD | +9.5% | +3.8% | +5.8% | +8.3% |
| 1Y | +7.5% | +36.3% | -28.9% | +2.2% |
| 3Y | +30.8% | +116.3% | -85.6% | +12.5% |
| 5Y | +4.8% | +28.2% | -23.4% | -5.5% |
| All | +4.8% | +24.8% | -20.0% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling