+700.6%
IYR vs O
+2,160.8%
-1,460.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.1% |
| 7D | -1.2% | -0.7% | -0.5% | -0.7% |
| 30D | -2.9% | -1.9% | -1.0% | -1.5% |
| 3M | +0.8% | +3.8% | -3.0% | -2.1% |
| 6M | +1.9% | -4.7% | +6.6% | +5.4% |
| YTD | +9.6% | +12.5% | -2.8% | 0.0% |
| 1Y | +8.1% | +10.8% | -2.7% | -0.5% |
| 3Y | +29.2% | +28.8% | +0.4% | +5.3% |
| 5Y | +4.3% | +13.2% | -8.9% | -6.5% |
| 10Y | +64.7% | +53.5% | +11.2% | +6.0% |
| All | +700.6% | +2,160.8% | -1,460.2% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling