+55.8%
IYR vs REPL
-9.7%
+65.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -1.1% |
| 7D | -0.9% | -9.6% | +8.7% | -0.6% |
| 30D | -2.4% | +5.7% | -8.1% | -2.6% |
| 3M | -2.0% | +56.4% | -58.4% | -4.6% |
| 6M | +2.5% | +67.4% | -65.0% | -3.5% |
| YTD | +8.3% | +48.7% | -40.4% | +2.2% |
| 1Y | +6.5% | +148.3% | -141.8% | -4.0% |
| 3Y | +29.3% | -26.7% | +56.0% | +13.1% |
| 5Y | +5.7% | -54.1% | +59.8% | -6.6% |
| All | +55.8% | -9.7% | +65.5% | +17.1% |
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