+700.6%
IYR vs RL
+3,249.4%
-2,548.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.8% | -1.3% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | -2.9% | -7.8% | +4.9% | -0.6% |
| 3M | +0.8% | -4.0% | +4.8% | +1.6% |
| 6M | +1.9% | -1.9% | +3.7% | +1.1% |
| YTD | +9.6% | -0.2% | +9.8% | +8.0% |
| 1Y | +8.1% | +10.7% | -2.6% | +2.7% |
| 3Y | +29.2% | +210.8% | -181.6% | -15.2% |
| 5Y | +4.3% | +238.2% | -233.9% | -35.9% |
| 10Y | +64.7% | +313.4% | -248.7% | -16.1% |
| All | +700.6% | +3,249.4% | -2,548.8% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling