+42.6%
IYR vs O
+40.8%
+1.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.2% | +0.6% | -1.8% | -1.6% |
| 30D | +6.1% | +9.4% | -3.3% | -0.2% |
| 3M | +0.9% | -2.4% | +3.3% | +2.5% |
| 6M | +1.2% | -1.9% | +3.0% | +2.3% |
| YTD | +11.1% | +10.5% | +0.7% | +3.3% |
| 1Y | +9.0% | +10.0% | -1.0% | +1.6% |
| All | +42.6% | +40.8% | +1.8% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling