+20.2%
IYR vs PL
+46.3%
-26.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.2% | +13.4% | -14.6% | -2.0% |
| 30D | +6.1% | -10.2% | +16.3% | +6.5% |
| 3M | +0.9% | -39.5% | +40.4% | +3.4% |
| 6M | +1.2% | -65.7% | +66.9% | +6.4% |
| YTD | +11.1% | -27.3% | +38.4% | +9.9% |
| 1Y | +9.0% | +15.0% | -6.0% | +3.7% |
| 3Y | +41.4% | +560.8% | -519.4% | +8.5% |
| 5Y | +6.7% | +38.4% | -31.8% | -12.4% |
| All | +20.2% | +46.3% | -26.1% | -1.3% |
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