+4.8%
IYR vs MDB
-26.9%
+31.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.2% |
| 7D | -0.4% | -18.0% | +17.6% | +1.3% |
| 30D | -2.5% | -10.7% | +8.2% | -1.8% |
| 3M | +1.5% | +1.0% | +0.5% | +0.8% |
| 6M | +3.9% | +31.6% | -27.8% | -0.1% |
| YTD | +9.5% | -15.2% | +24.7% | +9.3% |
| 1Y | +7.5% | +10.1% | -2.7% | +3.9% |
| 3Y | +30.8% | -5.6% | +36.4% | +23.5% |
| 5Y | +4.8% | -24.5% | +29.3% | -6.8% |
| All | +4.8% | -26.9% | +31.7% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling