+5.6%
IYR vs REPL
+126.3%
-120.7%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.4% | +7.4% | -1.0% |
| 7D | -2.8% | -13.4% | +10.6% | -2.9% |
| 30D | -2.5% | -3.0% | +0.5% | -2.5% |
| 3M | -3.0% | +56.3% | -59.3% | -2.7% |
| 6M | +1.6% | +60.9% | -59.2% | +1.8% |
| YTD | +7.3% | +36.2% | -28.9% | +7.7% |
| 1Y | +5.6% | +121.0% | -115.4% | +4.8% |
| All | +5.6% | +126.3% | -120.7% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling