+4.8%
IYR vs REPL
-53.9%
+58.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | -0.4% | -5.7% | +5.4% | -0.3% |
| 30D | -2.5% | +22.5% | -25.0% | -2.8% |
| 3M | +1.5% | +64.7% | -63.2% | +0.1% |
| 6M | +3.9% | +83.0% | -79.2% | +0.4% |
| YTD | +9.5% | +52.0% | -42.4% | +6.3% |
| 1Y | +7.5% | +144.5% | -137.1% | +1.5% |
| 3Y | +30.8% | -25.1% | +55.9% | +22.6% |
| 5Y | +4.8% | -52.9% | +57.7% | -4.2% |
| All | +4.8% | -53.9% | +58.7% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling