+97.2%
IYR vs P
+504.9%
-407.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.3% | -4.8% | +0.8% |
| 7D | +2.3% | -9.6% | +11.9% | +3.2% |
| 30D | +7.4% | -33.4% | +40.8% | +11.7% |
| 3M | -0.7% | +14.2% | -14.9% | -3.4% |
| 6M | +1.6% | +31.6% | -29.9% | -3.8% |
| YTD | +11.6% | +53.5% | -41.9% | +2.8% |
| 1Y | +10.5% | +14.2% | -3.7% | +4.8% |
| 3Y | +43.4% | +190.5% | -147.1% | +12.6% |
| 5Y | +6.8% | +256.3% | -249.5% | -20.7% |
| 10Y | +86.0% | +707.9% | -621.9% | +17.6% |
| All | +97.2% | +504.9% | -407.8% | +23.5% |
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