+89.1%
IYR vs RF
+248.4%
-159.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +7.2% | +6.2% | +1.0% | +5.2% |
| 3M | +0.4% | -7.8% | +8.2% | +2.9% |
| 6M | +1.4% | +5.9% | -4.5% | -0.6% |
| YTD | +11.3% | +9.0% | +2.3% | +7.8% |
| 1Y | +10.5% | +19.3% | -8.8% | +3.9% |
| 3Y | +41.7% | +116.4% | -74.7% | +8.4% |
| 5Y | +7.1% | +46.0% | -38.9% | -9.8% |
| 10Y | +89.1% | +239.8% | -150.7% | +15.2% |
| All | +89.1% | +248.4% | -159.3% | +15.2% |
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