+39.0%
IYR vs ROIV
+270.3%
-231.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -1.0% |
| 7D | +2.0% | +5.3% | -3.4% | +1.6% |
| 30D | +8.2% | +11.9% | -3.7% | +7.3% |
| 3M | -1.7% | +10.7% | -12.4% | -2.7% |
| 6M | -0.4% | +34.9% | -35.3% | -2.9% |
| YTD | +9.9% | +79.2% | -69.3% | +4.7% |
| 1Y | +10.4% | +89.0% | -78.6% | +4.8% |
| 3Y | +38.4% | +337.3% | -298.9% | +23.5% |
| 5Y | +5.2% | +402.3% | -397.1% | -11.9% |
| All | +39.0% | +270.3% | -231.3% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling