+87.7%
IYR vs RF
+241.0%
-153.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | +6.1% | +4.6% | +1.5% | +4.6% |
| 3M | +0.9% | -8.4% | +9.4% | +3.6% |
| 6M | +1.2% | +8.9% | -7.7% | -1.6% |
| YTD | +11.1% | +8.8% | +2.3% | +7.6% |
| 1Y | +9.0% | +18.9% | -9.9% | +2.5% |
| 3Y | +41.4% | +116.0% | -74.6% | +8.3% |
| 5Y | +6.7% | +46.0% | -39.4% | -10.2% |
| 10Y | +87.7% | +231.7% | -144.1% | +14.9% |
| All | +87.7% | +241.0% | -153.4% | +14.9% |
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