+18.6%
IYR vs PL
+84.9%
-66.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.6% |
| 7D | -1.2% | -9.3% | +8.1% | -0.7% |
| 30D | -2.9% | -18.9% | +16.1% | -1.8% |
| 3M | +0.8% | -58.4% | +59.2% | +5.4% |
| 6M | +1.9% | -30.3% | +32.2% | +2.0% |
| YTD | +9.6% | -8.1% | +17.7% | +7.3% |
| 1Y | +8.1% | +180.5% | -172.4% | -4.1% |
| 3Y | +29.2% | +444.1% | -414.9% | +1.8% |
| 5Y | +4.3% | +83.0% | -78.7% | -15.3% |
| All | +18.6% | +84.9% | -66.3% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling