+29.1%
IYR vs MKC
-31.4%
+60.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | -1.4% | -1.5% | +0.1% | -1.0% |
| 30D | -2.7% | -3.1% | +0.4% | -2.0% |
| 3M | -2.1% | +5.2% | -7.3% | -3.6% |
| 6M | +3.6% | -12.8% | +16.4% | +6.9% |
| YTD | +8.1% | -23.3% | +31.4% | +15.2% |
| 1Y | +4.7% | -24.1% | +28.8% | +11.8% |
| 3Y | +29.1% | -32.1% | +61.2% | +40.4% |
| All | +29.1% | -31.4% | +60.5% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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