+69.2%
IYR vs RL
+297.6%
-228.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.4% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -2.4% | -17.5% | +15.2% | +1.9% |
| 3M | -2.0% | -14.0% | +12.0% | +1.1% |
| 6M | +2.5% | -2.0% | +4.4% | +2.0% |
| YTD | +8.3% | -4.6% | +12.9% | +8.3% |
| 1Y | +6.5% | +9.5% | -3.1% | +2.8% |
| 3Y | +29.3% | +200.5% | -171.1% | -5.0% |
| 5Y | +5.7% | +226.3% | -220.6% | -26.0% |
| 10Y | +69.2% | +304.8% | -235.6% | +6.8% |
| All | +69.2% | +297.6% | -228.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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