+66.9%
IYR vs RNG
+222.9%
-155.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.4% | -6.1% | +4.7% | -0.7% |
| 30D | -2.7% | +9.6% | -12.3% | -3.8% |
| 3M | -2.1% | +83.3% | -85.5% | -9.3% |
| 6M | +3.6% | +77.9% | -74.4% | -4.4% |
| YTD | +8.1% | +139.9% | -131.8% | -4.9% |
| 1Y | +4.7% | +121.7% | -116.9% | -7.3% |
| 3Y | +29.1% | +121.9% | -92.7% | +11.3% |
| 5Y | +6.9% | -68.4% | +75.3% | +8.3% |
| All | +66.9% | +222.9% | -155.9% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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