+8.1%
IYR vs MCO
+0.4%
+7.7%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | -1.2% | -4.2% | +2.9% | -0.8% |
| 30D | -2.9% | +2.2% | -5.0% | -3.1% |
| 3M | +0.8% | +10.1% | -9.3% | -0.1% |
| 6M | +1.9% | +5.3% | -3.4% | +1.0% |
| YTD | +9.6% | -2.7% | +12.4% | +10.3% |
| 1Y | +8.1% | -0.4% | +8.5% | +7.9% |
| All | +8.1% | +0.4% | +7.7% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling