+6.9%
IYR vs ROL
-4.9%
+11.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.7% |
| 7D | -0.4% | -3.4% | +3.0% | +0.7% |
| 30D | -2.5% | -6.9% | +4.4% | -0.4% |
| 3M | +1.5% | -24.6% | +26.1% | +10.5% |
| 6M | +3.9% | -39.5% | +43.4% | +21.3% |
| YTD | +9.5% | -41.1% | +50.6% | +28.4% |
| 1Y | +7.5% | -37.9% | +45.4% | +23.4% |
| 3Y | +30.8% | +0.8% | +30.0% | +25.1% |
| All | +6.9% | -4.9% | +11.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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