+180.4%
IYR vs MSCI
+3,095.4%
-2,915.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.3% |
| 7D | +2.0% | +2.8% | -0.9% | +0.8% |
| 30D | +8.2% | +15.4% | -7.2% | +2.1% |
| 3M | -1.7% | +13.4% | -15.2% | -6.8% |
| 6M | -0.4% | +10.9% | -11.3% | -5.4% |
| YTD | +9.9% | +13.0% | -3.1% | +2.5% |
| 1Y | +10.4% | +12.0% | -1.6% | +3.3% |
| 3Y | +38.4% | +34.1% | +4.4% | +16.7% |
| 5Y | +5.2% | +3.9% | +1.3% | -4.3% |
| 10Y | +83.8% | +802.0% | -718.2% | -39.5% |
| All | +180.4% | +3,095.4% | -2,915.0% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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