+714.7%
IYR vs RL
+3,711.5%
-2,996.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.8% | -4.3% | -0.3% |
| 7D | +2.3% | +0.2% | +2.0% | +2.1% |
| 30D | +7.4% | +7.3% | 0.0% | +4.9% |
| 3M | -0.7% | +1.0% | -1.8% | -1.4% |
| 6M | +1.6% | +11.8% | -10.1% | -3.0% |
| YTD | +11.6% | +13.6% | -2.0% | +5.3% |
| 1Y | +10.5% | +24.0% | -13.6% | +1.2% |
| 3Y | +43.4% | +256.6% | -213.2% | -9.9% |
| 5Y | +6.8% | +240.2% | -233.4% | -34.1% |
| 10Y | +86.0% | +373.0% | -287.0% | -9.2% |
| All | +714.7% | +3,711.5% | -2,996.8% | +146.3% |
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