+706.4%
IYR vs ROL
+6,674.8%
-5,968.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | 0.0% |
| 7D | -0.1% | -1.7% | +1.6% | +0.6% |
| 30D | +5.7% | +18.5% | -12.8% | -1.6% |
| 3M | -0.6% | +4.3% | -4.9% | -2.8% |
| 6M | +0.5% | -27.7% | +28.3% | +13.6% |
| YTD | +10.4% | -35.8% | +46.2% | +30.4% |
| 1Y | +9.2% | -34.1% | +43.3% | +27.4% |
| 3Y | +40.5% | +2.9% | +37.6% | +33.9% |
| 5Y | +5.9% | +12.7% | -6.8% | -4.8% |
| 10Y | +86.5% | +212.6% | -126.1% | +1.6% |
| All | +706.4% | +6,674.8% | -5,968.4% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling