+489.2%
IYR vs NDAQ
+2,327.9%
-1,838.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | 0.0% |
| 7D | -1.2% | -2.4% | +1.2% | -0.4% |
| 30D | -2.9% | +2.5% | -5.3% | -3.8% |
| 3M | +0.8% | +9.9% | -9.1% | -3.1% |
| 6M | +1.9% | +9.4% | -7.6% | -2.3% |
| YTD | +9.6% | +0.4% | +9.2% | +8.1% |
| 1Y | +8.1% | +4.0% | +4.1% | +4.9% |
| 3Y | +29.2% | +94.4% | -65.2% | -1.9% |
| 5Y | +4.3% | +56.7% | -52.4% | -15.1% |
| 10Y | +64.7% | +375.3% | -310.6% | -11.7% |
| All | +489.2% | +2,327.9% | -1,838.7% | +112.9% |
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