+57.7%
IYR vs NTR
+97.9%
-40.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -1.4% | -1.3% | -0.1% | -1.1% |
| 30D | -2.7% | +16.8% | -19.4% | -6.3% |
| 3M | -2.1% | +20.7% | -22.9% | -6.8% |
| 6M | +3.6% | +0.5% | +3.1% | +2.6% |
| YTD | +8.1% | +29.2% | -21.1% | 0.0% |
| 1Y | +4.7% | +39.6% | -34.9% | -5.5% |
| 3Y | +29.1% | +37.9% | -8.8% | +14.9% |
| 5Y | +6.9% | +47.1% | -40.1% | -13.2% |
| All | +57.7% | +97.9% | -40.3% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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