+8.5%
IYR vs MULL
+2,481.0%
-2,472.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | 0.0% |
| 7D | -0.4% | +14.0% | -14.4% | -0.6% |
| 30D | -2.5% | +24.8% | -27.3% | -2.9% |
| 3M | +1.5% | -16.1% | +17.6% | +0.9% |
| 6M | +3.9% | +330.9% | -327.0% | -3.4% |
| YTD | +9.5% | +545.0% | -535.5% | -0.7% |
| 1Y | +7.5% | +2,427.1% | -2,419.7% | -10.6% |
| All | +8.5% | +2,481.0% | -2,472.5% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling