+63.1%
IYR vs ROKU
+883.2%
-820.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -2.5% | +1.5% | -4.0% | -2.6% |
| 3M | +1.5% | +25.7% | -24.3% | -0.5% |
| 6M | +3.9% | +54.5% | -50.6% | 0.0% |
| YTD | +9.5% | +43.2% | -33.7% | +5.9% |
| 1Y | +7.5% | +56.3% | -48.8% | +3.0% |
| 3Y | +30.8% | +86.1% | -55.3% | +20.4% |
| 5Y | +4.8% | -53.6% | +58.4% | +0.5% |
| All | +63.1% | +883.2% | -820.1% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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