+93.8%
IYR vs P
+485.4%
-391.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | -1.2% | +6.5% | -7.8% | -2.0% |
| 30D | -2.9% | +18.8% | -21.7% | -5.1% |
| 3M | +0.8% | +26.7% | -25.9% | -2.8% |
| 6M | +1.9% | +62.2% | -60.3% | -5.5% |
| YTD | +9.6% | +48.5% | -38.9% | +2.3% |
| 1Y | +8.1% | +26.4% | -18.3% | +1.7% |
| 3Y | +29.2% | +159.4% | -130.2% | +4.1% |
| 5Y | +4.3% | +275.8% | -271.5% | -22.6% |
| 10Y | +64.7% | +732.0% | -667.3% | +5.0% |
| All | +93.8% | +485.4% | -391.6% | +22.9% |
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