+291.2%
IYR vs MKTX
+1,445.1%
-1,153.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -2.4% | +1.0% | -3.3% | -2.6% |
| 3M | -2.0% | +40.8% | -42.8% | -13.3% |
| 6M | +2.5% | -10.9% | +13.4% | +4.0% |
| YTD | +8.3% | -8.6% | +16.9% | +8.9% |
| 1Y | +6.5% | -11.6% | +18.0% | +7.8% |
| 3Y | +29.3% | -24.5% | +53.9% | +32.8% |
| 5Y | +5.7% | -60.7% | +66.4% | +29.3% |
| 10Y | +69.2% | +5.1% | +64.1% | +39.4% |
| All | +291.2% | +1,445.1% | -1,153.9% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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