+4.7%
IYR vs QID
-34.8%
+39.5%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.8% |
| 7D | -1.4% | +1.3% | -2.6% | -1.3% |
| 30D | -2.7% | +2.9% | -5.6% | -2.6% |
| 3M | -2.1% | -0.7% | -1.4% | -2.1% |
| 6M | +3.6% | -29.7% | +33.3% | -0.3% |
| YTD | +8.1% | -27.9% | +36.0% | +4.1% |
| 1Y | +4.7% | -34.6% | +39.3% | +1.0% |
| All | +4.7% | -34.8% | +39.5% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling