+66.9%
IYR vs ROP
+135.6%
-68.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.4% | -4.6% | +3.2% | +0.8% |
| 30D | -2.7% | -1.7% | -1.0% | -2.0% |
| 3M | -2.1% | +17.1% | -19.2% | -9.7% |
| 6M | +3.6% | +10.9% | -7.3% | -2.5% |
| YTD | +8.1% | -12.1% | +20.2% | +13.3% |
| 1Y | +4.7% | -24.2% | +29.0% | +18.0% |
| 3Y | +29.1% | -20.4% | +49.5% | +40.1% |
| 5Y | +6.9% | -15.4% | +22.3% | +11.1% |
| All | +66.9% | +135.6% | -68.7% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling