+94.2%
IYR vs P
+469.1%
-374.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.0% |
| 7D | +2.0% | -23.8% | +25.8% | +4.8% |
| 30D | +8.2% | -36.6% | +44.9% | +13.2% |
| 3M | -1.7% | +10.9% | -12.6% | -4.2% |
| 6M | -0.4% | +30.0% | -30.4% | -5.7% |
| YTD | +9.9% | +44.4% | -34.5% | +1.9% |
| 1Y | +10.4% | +3.9% | +6.5% | +5.9% |
| 3Y | +38.4% | +176.6% | -138.1% | +9.3% |
| 5Y | +5.2% | +249.3% | -244.1% | -21.8% |
| 10Y | +83.8% | +726.9% | -643.1% | +16.5% |
| All | +94.2% | +469.1% | -374.9% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling