+59.0%
IYR vs REPL
+36.8%
+22.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.6% | +1.2% | -0.7% | +0.5% |
| 30D | +6.6% | +92.2% | -85.6% | +4.5% |
| 3M | -1.8% | +44.1% | -45.9% | -3.0% |
| 6M | +1.4% | +313.0% | -311.6% | -5.2% |
| YTD | +10.5% | +125.2% | -114.7% | +2.9% |
| 1Y | +10.6% | +143.8% | -133.1% | +2.6% |
| 3Y | +41.8% | +104.2% | -62.4% | +15.9% |
| 5Y | +6.0% | -34.5% | +40.6% | -6.9% |
| All | +59.0% | +36.8% | +22.1% | +17.9% |
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