+6.7%
IYR vs NDAQ
+69.3%
-62.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +6.1% | +16.3% | -10.2% | -0.2% |
| 3M | +0.9% | +15.8% | -14.9% | -5.0% |
| 6M | +1.2% | +24.8% | -23.7% | -8.1% |
| YTD | +11.1% | +14.1% | -2.9% | +4.3% |
| 1Y | +9.0% | +26.5% | -17.6% | -2.7% |
| 3Y | +41.4% | +119.1% | -77.7% | -6.2% |
| 5Y | +6.7% | +70.9% | -64.3% | -22.4% |
| All | +6.7% | +69.3% | -62.7% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling