+700.6%
IYR vs ROK
+5,182.2%
-4,481.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.2% |
| 7D | -1.2% | +0.7% | -1.9% | -1.5% |
| 30D | -2.9% | -3.3% | +0.5% | -1.7% |
| 3M | +0.8% | -5.9% | +6.7% | +2.4% |
| 6M | +1.9% | +13.9% | -12.0% | -4.7% |
| YTD | +9.6% | +12.6% | -2.9% | +2.5% |
| 1Y | +8.1% | +28.6% | -20.5% | -4.5% |
| 3Y | +29.2% | +45.1% | -15.9% | +4.2% |
| 5Y | +4.3% | +45.6% | -41.3% | -18.3% |
| 10Y | +64.7% | +345.0% | -280.3% | -24.9% |
| All | +700.6% | +5,182.2% | -4,481.6% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling