+29.3%
IYR vs OMC
+9.5%
+19.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.3% |
| 7D | -0.9% | -4.2% | +3.3% | +0.1% |
| 30D | -2.4% | -7.5% | +5.1% | -0.7% |
| 3M | -2.0% | +4.6% | -6.7% | -3.4% |
| 6M | +2.5% | -4.8% | +7.3% | +3.2% |
| YTD | +8.3% | -1.0% | +9.3% | +7.9% |
| 1Y | +6.5% | +3.8% | +2.6% | +4.1% |
| All | +29.3% | +9.5% | +19.9% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling