+700.6%
IYR vs RF
+342.0%
+358.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -1.2% | +1.3% | -2.6% | -1.7% |
| 30D | -2.9% | -3.6% | +0.8% | -1.8% |
| 3M | +0.8% | +8.1% | -7.2% | -1.7% |
| 6M | +1.9% | +11.5% | -9.6% | -1.8% |
| YTD | +9.6% | +15.6% | -5.9% | +4.3% |
| 1Y | +8.1% | +15.7% | -7.6% | +2.5% |
| 3Y | +29.2% | +86.9% | -57.7% | +3.7% |
| 5Y | +4.3% | +89.8% | -85.5% | -18.8% |
| 10Y | +64.7% | +344.7% | -280.0% | -9.7% |
| All | +700.6% | +342.0% | +358.6% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling