+5.6%
IYR vs O
+5.5%
+0.1%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -2.8% | -3.5% | +0.7% | -0.7% |
| 30D | -2.5% | -3.3% | +0.8% | -0.5% |
| 3M | -3.0% | -2.8% | -0.1% | -1.2% |
| 6M | +1.6% | -5.8% | +7.4% | +4.9% |
| YTD | +7.3% | +9.4% | -2.1% | +2.7% |
| 1Y | +5.6% | +5.7% | -0.1% | +3.2% |
| All | +5.6% | +5.5% | +0.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling