+702.4%
IYR vs M
+162.4%
+540.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.5% |
| 7D | +2.0% | -4.3% | +6.2% | +3.0% |
| 30D | +8.2% | +1.3% | +7.0% | +7.7% |
| 3M | -1.7% | -7.4% | +5.6% | -0.3% |
| 6M | -0.4% | +18.3% | -18.7% | -5.5% |
| YTD | +9.9% | +7.6% | +2.3% | +5.9% |
| 1Y | +10.4% | +17.4% | -6.9% | +3.9% |
| 3Y | +38.4% | +108.4% | -69.9% | +5.3% |
| 5Y | +5.2% | -10.6% | +15.8% | -7.9% |
| 10Y | +83.8% | -3.2% | +87.0% | +23.2% |
| All | +702.4% | +162.4% | +540.0% | +202.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling