+86.2%
IYR vs QSR
+203.9%
-117.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | -2.8% | -4.7% | +1.9% | -1.2% |
| 30D | -2.5% | +4.3% | -6.8% | -4.0% |
| 3M | -3.0% | +5.4% | -8.4% | -4.9% |
| 6M | +1.6% | +8.2% | -6.5% | -1.6% |
| YTD | +7.3% | +14.1% | -6.8% | +1.7% |
| 1Y | +5.6% | +28.1% | -22.5% | -4.2% |
| 3Y | +28.1% | +25.3% | +2.9% | +15.5% |
| 5Y | +6.1% | +40.4% | -34.3% | -9.3% |
| 10Y | +67.7% | +132.4% | -64.7% | +18.0% |
| All | +86.2% | +203.9% | -117.7% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling