+20.4%
IYR vs PL
+45.6%
-25.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +2.1% | +5.6% | -3.5% | +1.7% |
| 30D | +7.2% | -16.9% | +24.1% | +8.0% |
| 3M | +0.4% | -38.2% | +38.6% | +2.7% |
| 6M | +1.4% | -63.4% | +64.9% | +6.2% |
| YTD | +11.3% | -27.6% | +39.0% | +10.1% |
| 1Y | +10.5% | +6.6% | +3.9% | +5.7% |
| 3Y | +41.7% | +557.6% | -515.9% | +8.7% |
| 5Y | +7.1% | +39.5% | -32.4% | -12.1% |
| All | +20.4% | +45.6% | -25.2% | -1.1% |
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