+6.1%
IYR vs PSX
+357.6%
-351.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.8% |
| 7D | -2.8% | +1.5% | -4.3% | -3.0% |
| 30D | -2.5% | +15.8% | -18.4% | -4.6% |
| 3M | -3.0% | +43.0% | -46.0% | -8.0% |
| 6M | +1.6% | +61.1% | -59.5% | -5.7% |
| YTD | +7.3% | +104.5% | -97.2% | -4.5% |
| 1Y | +5.6% | +102.5% | -96.9% | -6.1% |
| 3Y | +28.1% | +133.5% | -105.4% | +9.2% |
| 5Y | +6.1% | +367.0% | -360.9% | -17.8% |
| All | +6.1% | +357.6% | -351.5% | -17.8% |
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