+29.1%
IYR vs MKSI
+190.8%
-161.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | -1.4% | +2.7% | -4.0% | -1.6% |
| 30D | -2.7% | -12.8% | +10.1% | -1.5% |
| 3M | -2.1% | -22.5% | +20.4% | -0.8% |
| 6M | +3.6% | +19.4% | -15.8% | -0.9% |
| YTD | +8.1% | +67.7% | -59.6% | -1.2% |
| 1Y | +4.7% | +131.4% | -126.7% | -9.0% |
| 3Y | +29.1% | +197.3% | -168.2% | -5.6% |
| All | +29.1% | +190.8% | -161.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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