+699.9%
IYR vs NI
+1,556.8%
-857.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.8% |
| 7D | -0.4% | +2.3% | -2.7% | -1.7% |
| 30D | -2.5% | -1.7% | -0.9% | -1.7% |
| 3M | +1.5% | -8.0% | +9.5% | +6.0% |
| 6M | +3.9% | -8.6% | +12.5% | +8.8% |
| YTD | +9.5% | +2.3% | +7.2% | +7.5% |
| 1Y | +7.5% | +6.9% | +0.5% | +2.7% |
| 3Y | +30.8% | +70.6% | -39.8% | -5.1% |
| 5Y | +4.8% | +96.4% | -91.6% | -30.3% |
| 10Y | +64.3% | +136.1% | -71.8% | -4.8% |
| All | +699.9% | +1,556.8% | -857.0% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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