+66.9%
IYR vs NOC
+192.5%
-125.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.4% | +0.8% | -2.1% | -1.6% |
| 30D | -2.7% | -9.7% | +7.0% | 0.0% |
| 3M | -2.1% | -5.6% | +3.5% | -0.9% |
| 6M | +3.6% | -28.6% | +32.2% | +13.3% |
| YTD | +8.1% | -7.9% | +16.0% | +9.4% |
| 1Y | +4.7% | -9.5% | +14.2% | +6.3% |
| 3Y | +29.1% | +28.4% | +0.8% | +15.2% |
| 5Y | +6.9% | +59.0% | -52.0% | -14.5% |
| All | +66.9% | +192.5% | -125.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling