+49.3%
IYR vs OPEN
-87.8%
+137.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.9% | +0.2% |
| 7D | +2.1% | -24.7% | +26.8% | +3.5% |
| 30D | +7.2% | -41.0% | +48.2% | +10.0% |
| 3M | +0.4% | -62.4% | +62.7% | +5.5% |
| 6M | +1.4% | -73.9% | +75.3% | +8.3% |
| YTD | +11.3% | -77.5% | +88.9% | +19.3% |
| 1Y | +10.5% | -83.6% | +94.0% | +20.1% |
| 3Y | +41.7% | -37.0% | +78.7% | +28.0% |
| 5Y | +7.1% | -93.3% | +100.4% | -0.7% |
| All | +49.3% | -87.8% | +137.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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