+7.3%
IYR vs MULL
+2,620.5%
-2,613.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.5% | -1.2% |
| 7D | -0.9% | +14.8% | -15.7% | -1.1% |
| 30D | -2.4% | +36.6% | -38.9% | -2.8% |
| 3M | -2.0% | -8.9% | +6.9% | -2.7% |
| 6M | +2.5% | +311.9% | -309.5% | -4.4% |
| YTD | +8.3% | +579.8% | -571.5% | -1.9% |
| 1Y | +6.5% | +2,421.5% | -2,415.1% | -11.2% |
| All | +7.3% | +2,620.5% | -2,613.1% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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