+700.6%
IYR vs M
+159.8%
+540.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.3% |
| 7D | -1.2% | +4.7% | -6.0% | -2.4% |
| 30D | -2.9% | -9.6% | +6.8% | -0.5% |
| 3M | +0.8% | +0.9% | 0.0% | 0.0% |
| 6M | +1.9% | +22.3% | -20.4% | -4.0% |
| YTD | +9.6% | +6.5% | +3.1% | +6.3% |
| 1Y | +8.1% | +38.8% | -30.7% | -2.4% |
| 3Y | +29.2% | +115.9% | -86.7% | -2.5% |
| 5Y | +4.3% | +28.6% | -24.3% | -18.1% |
| 10Y | +64.7% | -2.5% | +67.2% | +10.2% |
| All | +700.6% | +159.8% | +540.7% | +203.4% |
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