+699.9%
IYR vs OMC
+220.0%
+479.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.6% |
| 7D | -0.4% | -5.8% | +5.4% | +1.9% |
| 30D | -2.5% | -4.8% | +2.3% | -0.7% |
| 3M | +1.5% | +9.2% | -7.8% | -2.9% |
| 6M | +3.9% | -2.5% | +6.3% | +3.8% |
| YTD | +9.5% | +2.6% | +7.0% | +5.8% |
| 1Y | +7.5% | +5.9% | +1.5% | +1.8% |
| 3Y | +30.8% | +14.2% | +16.6% | +17.2% |
| 5Y | +4.8% | +33.2% | -28.5% | -14.8% |
| 10Y | +64.3% | +33.4% | +30.9% | +25.3% |
| All | +699.9% | +220.0% | +479.9% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded OMC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling