+66.9%
IYR vs OMC
+34.2%
+32.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.0% |
| 7D | -1.4% | -4.4% | +3.0% | +0.1% |
| 30D | -2.7% | -7.6% | +4.9% | -0.2% |
| 3M | -2.1% | +4.5% | -6.7% | -4.1% |
| 6M | +3.6% | -0.3% | +3.8% | +2.9% |
| YTD | +8.1% | -0.1% | +8.3% | +6.3% |
| 1Y | +4.7% | +4.6% | +0.1% | +0.8% |
| 3Y | +29.1% | +10.5% | +18.7% | +19.2% |
| 5Y | +6.9% | +31.7% | -24.8% | -10.3% |
| All | +66.9% | +34.2% | +32.7% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling