+494.0%
IYR vs NDAQ
+2,627.5%
-2,133.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.6% | +1.3% | -0.7% | +0.1% |
| 30D | +6.6% | +18.0% | -11.4% | +0.1% |
| 3M | -1.8% | +11.5% | -13.3% | -6.0% |
| 6M | +1.4% | +21.1% | -19.6% | -6.3% |
| YTD | +10.5% | +12.8% | -2.3% | +4.1% |
| 1Y | +10.6% | +25.7% | -15.1% | -0.1% |
| 3Y | +41.8% | +116.8% | -75.0% | +3.3% |
| 5Y | +6.0% | +67.3% | -61.2% | -15.7% |
| 10Y | +86.7% | +473.3% | -386.6% | -6.7% |
| All | +494.0% | +2,627.5% | -2,133.5% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling