+66.9%
IYR vs ROK
+357.9%
-291.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -1.4% | -1.2% | -0.1% | -1.0% |
| 30D | -2.7% | -4.8% | +2.1% | -1.2% |
| 3M | -2.1% | -6.1% | +4.0% | -0.7% |
| 6M | +3.6% | +15.5% | -11.9% | -2.3% |
| YTD | +8.1% | +11.2% | -3.0% | +2.8% |
| 1Y | +4.7% | +23.8% | -19.1% | -4.3% |
| 3Y | +29.1% | +53.1% | -24.0% | +6.0% |
| 5Y | +6.9% | +48.3% | -41.4% | -13.4% |
| All | +66.9% | +357.9% | -291.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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