+29.1%
IYR vs ROK
+51.1%
-22.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -1.4% | -1.2% | -0.1% | -1.1% |
| 30D | -2.7% | -4.8% | +2.1% | -1.8% |
| 3M | -2.1% | -6.1% | +4.0% | -1.4% |
| 6M | +3.6% | +15.5% | -11.9% | -0.2% |
| YTD | +8.1% | +11.2% | -3.0% | +4.7% |
| 1Y | +4.7% | +23.8% | -19.1% | -1.1% |
| 3Y | +29.1% | +53.1% | -24.0% | +11.3% |
| All | +29.1% | +51.1% | -22.0% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling