+6.1%
IYR vs MTB
+101.1%
-95.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | -2.5% | -4.6% | +2.1% | -1.2% |
| 3M | -3.0% | +7.4% | -10.4% | -5.0% |
| 6M | +1.6% | +18.7% | -17.0% | -3.4% |
| YTD | +7.3% | +21.1% | -13.8% | +1.1% |
| 1Y | +5.6% | +24.1% | -18.5% | -1.3% |
| 3Y | +28.1% | +115.3% | -87.2% | -0.8% |
| 5Y | +6.1% | +106.0% | -99.9% | -14.5% |
| All | +6.1% | +101.1% | -95.0% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling