+58.7%
IYR vs MDB
+986.0%
-927.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -0.9% | -4.5% | +3.6% | -0.5% |
| 30D | -2.4% | -14.0% | +11.6% | -1.2% |
| 3M | -2.0% | +5.3% | -7.3% | -3.1% |
| 6M | +2.5% | +31.9% | -29.4% | -1.6% |
| YTD | +8.3% | -14.6% | +22.9% | +7.9% |
| 1Y | +6.5% | +8.2% | -1.8% | +3.0% |
| 3Y | +29.3% | -5.0% | +34.3% | +21.9% |
| 5Y | +5.7% | -24.5% | +30.2% | -4.4% |
| All | +58.7% | +986.0% | -927.3% | +9.7% |
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