+30.2%
IYR vs ROIV
+201.4%
-171.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | -1.2% | +0.6% | -1.9% | -1.3% |
| 30D | -2.9% | +1.0% | -3.8% | -3.0% |
| 3M | +0.8% | +18.3% | -17.4% | -1.4% |
| 6M | +1.9% | +18.3% | -16.5% | -0.7% |
| YTD | +9.6% | +61.0% | -51.3% | +2.5% |
| 1Y | +8.1% | +177.9% | -169.8% | -6.6% |
| All | +30.2% | +201.4% | -171.1% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 3y: compounded portfolio wealth divided by compounded ROIV 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…
3y analysis · Full analysis span regression · 6 months rolling