+5.4%
IYR vs PSX
+306.7%
-301.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +0.6% | +7.8% | -7.2% | -0.4% |
| 30D | +6.6% | -10.9% | +17.5% | +8.1% |
| 3M | -1.8% | +14.5% | -16.3% | -4.0% |
| 6M | +1.4% | +56.1% | -54.7% | -5.5% |
| YTD | +10.5% | +109.6% | -99.1% | -2.5% |
| 1Y | +10.6% | +95.5% | -84.9% | -1.3% |
| 3Y | +41.8% | +156.2% | -114.4% | +18.4% |
| All | +5.4% | +306.7% | -301.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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