+86.0%
IYR vs RF
+277.2%
-191.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.9% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +7.4% | +7.0% | +0.3% | +5.2% |
| 3M | -0.7% | -7.0% | +6.3% | +1.4% |
| 6M | +1.6% | +6.8% | -5.1% | -0.6% |
| YTD | +11.6% | +9.9% | +1.7% | +7.7% |
| 1Y | +10.5% | +21.1% | -10.6% | +3.4% |
| 3Y | +43.4% | +119.6% | -76.2% | +9.4% |
| 5Y | +6.8% | +46.2% | -39.4% | -10.0% |
| 10Y | +86.0% | +261.5% | -175.5% | +16.0% |
| All | +86.0% | +277.2% | -191.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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