+163.1%
IYR vs PSX
+1,139.4%
-976.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.2% | +4.5% | -5.8% | -2.2% |
| 30D | -2.9% | +26.6% | -29.5% | -8.0% |
| 3M | +0.8% | +39.3% | -38.4% | -6.7% |
| 6M | +1.9% | +56.8% | -55.0% | -8.8% |
| YTD | +9.6% | +101.8% | -92.2% | -7.7% |
| 1Y | +8.1% | +99.6% | -91.5% | -9.0% |
| 3Y | +29.2% | +140.3% | -111.1% | +1.8% |
| 5Y | +4.3% | +339.3% | -335.0% | -31.6% |
| 10Y | +64.7% | +369.9% | -305.2% | -2.8% |
| All | +163.1% | +1,139.4% | -976.3% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling