+7.1%
IYR vs ROK
+46.4%
-39.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -2.4% | -1.8% | -0.6% | -2.0% |
| 3M | -2.0% | -7.2% | +5.2% | -0.6% |
| 6M | +2.5% | +14.2% | -11.7% | -2.3% |
| YTD | +8.3% | +10.6% | -2.3% | +3.8% |
| 1Y | +6.5% | +25.9% | -19.4% | -2.1% |
| 3Y | +29.3% | +50.8% | -21.4% | +9.0% |
| All | +7.1% | +46.4% | -39.3% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling