+713.1%
IYR vs M
+185.1%
+528.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +2.1% | +5.0% | -2.9% | +0.7% |
| 30D | +7.2% | +10.6% | -3.5% | +4.3% |
| 3M | +0.4% | +1.6% | -1.2% | -0.5% |
| 6M | +1.4% | +30.8% | -29.4% | -6.1% |
| YTD | +11.3% | +16.9% | -5.5% | +5.1% |
| 1Y | +10.5% | +26.3% | -15.8% | +2.1% |
| 3Y | +41.7% | +158.6% | -116.9% | +2.0% |
| 5Y | +7.1% | +2.1% | +5.0% | -9.4% |
| 10Y | +89.1% | -4.3% | +93.4% | +28.6% |
| All | +713.1% | +185.1% | +528.0% | +200.1% |
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