+6.1%
IYR vs RNG
-70.1%
+76.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.8% |
| 7D | -2.8% | -9.6% | +6.8% | -1.7% |
| 30D | -2.5% | +8.8% | -11.3% | -3.6% |
| 3M | -3.0% | +78.6% | -81.6% | -9.8% |
| 6M | +1.6% | +70.3% | -68.6% | -5.8% |
| YTD | +7.3% | +140.3% | -133.0% | -5.9% |
| 1Y | +5.6% | +126.6% | -121.0% | -6.9% |
| 3Y | +28.1% | +120.2% | -92.1% | +10.0% |
| 5Y | +6.1% | -68.3% | +74.4% | +3.0% |
| All | +6.1% | -70.1% | +76.2% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling