+6.5%
IYR vs NTRS
+93.2%
-86.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -1.4% | +1.4% | -2.7% | -1.8% |
| 30D | -2.7% | -0.7% | -2.0% | -2.5% |
| 3M | -2.1% | +11.3% | -13.5% | -5.8% |
| 6M | +3.6% | +35.5% | -31.9% | -7.1% |
| YTD | +8.1% | +40.6% | -32.5% | -4.7% |
| 1Y | +4.7% | +49.2% | -44.5% | -9.9% |
| 3Y | +29.1% | +167.2% | -138.1% | -12.9% |
| All | +6.5% | +93.2% | -86.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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