+61.9%
IYR vs MDB
+912.7%
-850.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +0.6% | +6.8% | -6.2% | 0.0% |
| 30D | +6.6% | -6.2% | +12.8% | +6.9% |
| 3M | -1.8% | -29.2% | +27.4% | +0.6% |
| 6M | +1.4% | +10.3% | -8.9% | -1.2% |
| YTD | +10.5% | -20.4% | +30.9% | +10.3% |
| 1Y | +10.6% | -4.8% | +15.5% | +8.0% |
| 3Y | +41.8% | -11.6% | +53.4% | +34.1% |
| 5Y | +6.0% | -41.0% | +47.1% | -2.0% |
| All | +61.9% | +912.7% | -850.8% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling