+5.9%
IYR vs PL
+33.5%
-27.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | -0.5% |
| 7D | -0.1% | +22.3% | -22.4% | -1.3% |
| 30D | +5.7% | -8.3% | +14.0% | +6.0% |
| 3M | -0.6% | -43.3% | +42.7% | +2.2% |
| 6M | +0.5% | -65.8% | +66.4% | +5.7% |
| YTD | +10.4% | -29.5% | +39.9% | +9.4% |
| 1Y | +9.2% | +11.7% | -2.6% | +4.0% |
| 3Y | +40.5% | +540.6% | -500.0% | +8.0% |
| 5Y | +5.9% | +32.9% | -26.9% | -12.4% |
| All | +5.9% | +33.5% | -27.6% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling