+30.8%
IYR vs MDB
-5.6%
+36.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.1% |
| 7D | -0.4% | -18.0% | +17.6% | +0.5% |
| 30D | -2.5% | -10.7% | +8.2% | -2.1% |
| 3M | +1.5% | +1.0% | +0.5% | +1.1% |
| 6M | +3.9% | +31.6% | -27.8% | +1.5% |
| YTD | +9.5% | -15.2% | +24.7% | +9.6% |
| 1Y | +7.5% | +10.1% | -2.7% | +5.3% |
| 3Y | +30.8% | -5.6% | +36.4% | +25.6% |
| All | +30.8% | -5.6% | +36.4% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling