+713.1%
IYR vs RL
+3,721.9%
-3,008.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +2.1% | +1.3% | +0.8% | +1.6% |
| 30D | +7.2% | +7.6% | -0.5% | +4.6% |
| 3M | +0.4% | -1.5% | +1.9% | +0.5% |
| 6M | +1.4% | +12.1% | -10.6% | -3.2% |
| YTD | +11.3% | +13.9% | -2.6% | +5.0% |
| 1Y | +10.5% | +20.7% | -10.2% | +2.1% |
| 3Y | +41.7% | +260.6% | -218.9% | -11.3% |
| 5Y | +7.1% | +248.9% | -241.8% | -34.5% |
| 10Y | +89.1% | +355.9% | -266.8% | -6.4% |
| All | +713.1% | +3,721.9% | -3,008.8% | +145.6% |
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