+690.9%
IYR vs MCO
+5,267.9%
-4,577.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.5% |
| 7D | -0.9% | -3.1% | +2.2% | +0.5% |
| 30D | -2.4% | -0.5% | -1.8% | -2.2% |
| 3M | -2.0% | +5.7% | -7.7% | -4.9% |
| 6M | +2.5% | +3.0% | -0.6% | +0.3% |
| YTD | +8.3% | -6.5% | +14.8% | +9.7% |
| 1Y | +6.5% | -5.8% | +12.2% | +7.0% |
| 3Y | +29.3% | +43.1% | -13.8% | +5.9% |
| 5Y | +5.7% | +29.5% | -23.8% | -11.0% |
| 10Y | +69.2% | +388.8% | -319.6% | -24.7% |
| All | +690.9% | +5,267.9% | -4,577.0% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling