+699.9%
IYR vs MDY
+925.1%
-225.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.5% |
| 7D | -0.4% | +1.0% | -1.4% | -1.3% |
| 30D | -2.5% | -3.1% | +0.6% | +0.2% |
| 3M | +1.5% | +1.8% | -0.4% | -0.5% |
| 6M | +3.9% | +10.8% | -6.9% | -5.6% |
| YTD | +9.5% | +14.4% | -4.9% | -3.5% |
| 1Y | +7.5% | +15.2% | -7.7% | -6.2% |
| 3Y | +30.8% | +51.2% | -20.4% | -12.0% |
| 5Y | +4.8% | +47.2% | -42.5% | -28.9% |
| 10Y | +64.3% | +171.1% | -106.8% | -39.6% |
| All | +699.9% | +925.1% | -225.3% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling