+6.5%
IYR vs OMC
+30.5%
-24.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -1.4% | -4.4% | +3.0% | -0.2% |
| 30D | -2.7% | -7.6% | +4.9% | -0.7% |
| 3M | -2.1% | +4.5% | -6.7% | -3.7% |
| 6M | +3.6% | -0.3% | +3.8% | +3.0% |
| YTD | +8.1% | -0.1% | +8.3% | +6.9% |
| 1Y | +4.7% | +4.6% | +0.1% | +1.6% |
| 3Y | +29.1% | +10.5% | +18.7% | +19.9% |
| All | +6.5% | +30.5% | -24.0% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling