+114.1%
IYR vs MTUM
+595.4%
-481.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.1% |
| 7D | -2.8% | +1.2% | -4.1% | -3.5% |
| 30D | -2.5% | -1.7% | -0.9% | -1.8% |
| 3M | -3.0% | -0.5% | -2.5% | -4.4% |
| 6M | +1.6% | +22.3% | -20.7% | -12.2% |
| YTD | +7.3% | +21.4% | -14.1% | -7.2% |
| 1Y | +5.6% | +20.0% | -14.4% | -8.3% |
| 3Y | +28.1% | +113.0% | -84.8% | -24.9% |
| 5Y | +6.1% | +77.3% | -71.2% | -30.6% |
| 10Y | +67.7% | +350.5% | -282.8% | -43.8% |
| All | +114.1% | +595.4% | -481.3% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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