+6.7%
IYR vs PR
+257.5%
-250.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.5% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | +6.1% | -4.6% | +10.7% | +6.5% |
| 3M | +0.9% | +4.7% | -3.8% | +0.1% |
| 6M | +1.2% | +12.4% | -11.3% | -0.7% |
| YTD | +11.1% | +62.9% | -51.7% | +3.8% |
| 1Y | +9.0% | +70.6% | -61.6% | +1.2% |
| 3Y | +41.4% | +90.0% | -48.6% | +27.3% |
| 5Y | +6.7% | +255.5% | -248.9% | -13.1% |
| All | +6.7% | +257.5% | -250.8% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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