+699.9%
IYR vs MKC
+883.0%
-183.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -0.4% | -4.3% | +4.0% | +1.6% |
| 30D | -2.5% | -2.0% | -0.5% | -1.8% |
| 3M | +1.5% | +10.0% | -8.5% | -3.4% |
| 6M | +3.9% | -18.5% | +22.4% | +12.7% |
| YTD | +9.5% | -22.4% | +32.0% | +20.8% |
| 1Y | +7.5% | -23.6% | +31.1% | +18.9% |
| 3Y | +30.8% | -30.4% | +61.2% | +48.3% |
| 5Y | +4.8% | -34.2% | +39.0% | +19.4% |
| 10Y | +64.3% | +26.8% | +37.5% | +27.9% |
| All | +699.9% | +883.0% | -183.1% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling