+64.3%
IYR vs P
+712.4%
-648.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -0.4% | +7.8% | -8.2% | -1.3% |
| 30D | -2.5% | +12.3% | -14.8% | -4.2% |
| 3M | +1.5% | +37.1% | -35.6% | -3.3% |
| 6M | +3.9% | +66.1% | -62.2% | -4.3% |
| YTD | +9.5% | +50.9% | -41.4% | +1.6% |
| 1Y | +7.5% | +27.2% | -19.8% | +0.7% |
| 3Y | +30.8% | +158.7% | -127.9% | +3.6% |
| 5Y | +4.8% | +291.1% | -286.3% | -25.0% |
| 10Y | +64.3% | +715.0% | -650.7% | +0.2% |
| All | +64.3% | +712.4% | -648.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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