+6.1%
IYR vs NOC
+57.3%
-51.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.8% | -1.8% | -1.1% | -2.6% |
| 30D | -2.5% | -9.4% | +6.9% | -1.1% |
| 3M | -3.0% | -3.8% | +0.9% | -2.5% |
| 6M | +1.6% | -28.8% | +30.4% | +6.9% |
| YTD | +7.3% | -7.9% | +15.2% | +8.0% |
| 1Y | +5.6% | -9.0% | +14.7% | +6.4% |
| 3Y | +28.1% | +29.1% | -0.9% | +19.8% |
| 5Y | +6.1% | +58.9% | -52.8% | -4.7% |
| All | +6.1% | +57.3% | -51.2% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling