+66.9%
IYR vs MDY
+177.2%
-110.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.2% |
| 7D | -1.4% | -1.9% | +0.5% | 0.0% |
| 30D | -2.7% | -4.6% | +2.0% | +0.8% |
| 3M | -2.1% | -1.2% | -0.9% | -1.4% |
| 6M | +3.6% | +9.2% | -5.6% | -3.4% |
| YTD | +8.1% | +13.1% | -4.9% | -1.9% |
| 1Y | +4.7% | +13.0% | -8.3% | -5.2% |
| 3Y | +29.1% | +49.2% | -20.1% | -6.7% |
| 5Y | +6.9% | +47.2% | -40.3% | -22.7% |
| All | +66.9% | +177.2% | -110.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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