+60.1%
IYR vs REPL
+45.5%
+14.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.3% |
| 7D | +2.1% | +12.7% | -10.6% | +1.7% |
| 30D | +7.2% | +73.5% | -66.3% | +5.4% |
| 3M | +0.4% | +70.3% | -69.9% | -1.3% |
| 6M | +1.4% | +472.0% | -470.5% | -6.5% |
| YTD | +11.3% | +139.5% | -128.2% | +3.5% |
| 1Y | +10.5% | +167.3% | -156.8% | +2.2% |
| 3Y | +41.7% | +109.5% | -67.8% | +16.0% |
| 5Y | +7.1% | -29.9% | +37.0% | -6.2% |
| All | +60.1% | +45.5% | +14.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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