+66.9%
IYR vs QSR
+135.2%
-68.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -1.4% | -4.0% | +2.6% | +0.2% |
| 30D | -2.7% | +2.8% | -5.4% | -3.7% |
| 3M | -2.1% | +5.1% | -7.2% | -4.2% |
| 6M | +3.6% | +8.8% | -5.2% | -0.2% |
| YTD | +8.1% | +14.8% | -6.7% | +1.7% |
| 1Y | +4.7% | +25.7% | -21.0% | -5.2% |
| 3Y | +29.1% | +27.5% | +1.6% | +14.2% |
| 5Y | +6.9% | +41.3% | -34.3% | -10.4% |
| All | +66.9% | +135.2% | -68.2% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling