+31.6%
IYR vs NVD
-99.1%
+130.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -1.4% | +10.8% | -12.2% | -1.2% |
| 30D | -2.7% | +0.8% | -3.4% | -2.6% |
| 3M | -2.1% | -20.8% | +18.7% | -2.3% |
| 6M | +3.6% | -41.2% | +44.7% | +2.9% |
| YTD | +8.1% | -44.2% | +52.3% | +7.4% |
| 1Y | +4.7% | -54.2% | +58.9% | +3.7% |
| 3Y | +29.1% | -99.1% | +128.3% | +9.9% |
| All | +31.6% | -99.1% | +130.8% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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