+4.2%
IYR vs Q
+78.4%
-74.2%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.2% |
| 7D | -0.9% | +6.6% | -7.5% | -1.0% |
| 30D | -2.4% | -6.6% | +4.2% | -2.2% |
| 3M | -2.0% | -13.2% | +11.2% | -2.1% |
| 6M | +2.5% | +9.9% | -7.5% | 0.0% |
| YTD | +8.3% | +53.9% | -45.6% | +3.4% |
| All | +4.2% | +78.4% | -74.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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