+29.3%
IYR vs NDAQ
+90.0%
-60.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | -0.9% | -1.6% | +0.7% | -0.5% |
| 30D | -2.4% | -1.5% | -0.9% | -1.9% |
| 3M | -2.0% | +8.0% | -10.1% | -4.5% |
| 6M | +2.5% | +7.7% | -5.3% | -0.4% |
| YTD | +8.3% | -2.3% | +10.6% | +8.8% |
| 1Y | +6.5% | +0.6% | +5.9% | +5.5% |
| All | +29.3% | +90.0% | -60.6% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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