+89.1%
IYR vs P
+691.2%
-602.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +2.1% | -13.3% | +15.4% | +3.6% |
| 30D | +7.2% | -34.0% | +41.1% | +11.8% |
| 3M | +0.4% | +4.1% | -3.7% | -1.4% |
| 6M | +1.4% | +30.5% | -29.0% | -4.3% |
| YTD | +11.3% | +52.2% | -40.8% | +2.1% |
| 1Y | +10.5% | +10.3% | +0.2% | +4.9% |
| 3Y | +41.7% | +180.9% | -139.2% | +9.1% |
| 5Y | +7.1% | +259.7% | -252.6% | -23.3% |
| 10Y | +89.1% | +652.6% | -563.6% | +15.8% |
| All | +89.1% | +691.2% | -602.1% | +15.8% |
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