+20.7%
IYR vs PL
+46.6%
-26.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.5% | -13.0% | +0.7% |
| 7D | +2.3% | +10.9% | -8.6% | +1.6% |
| 30D | +7.4% | -16.4% | +23.7% | +8.2% |
| 3M | -0.7% | -39.9% | +39.2% | +1.8% |
| 6M | +1.6% | -63.2% | +64.8% | +6.4% |
| YTD | +11.6% | -27.1% | +38.7% | +10.3% |
| 1Y | +10.5% | +12.2% | -1.7% | +5.3% |
| 3Y | +43.4% | +584.3% | -540.9% | +9.6% |
| 5Y | +6.8% | +37.0% | -30.2% | -12.2% |
| All | +20.7% | +46.6% | -26.0% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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