+42.6%
IYR vs ROP
-5.5%
+48.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -1.2% | -2.9% | +1.7% | -0.5% |
| 30D | +6.1% | +30.1% | -23.9% | -0.4% |
| 3M | +0.9% | +19.9% | -18.9% | -3.4% |
| 6M | +1.2% | +46.0% | -44.8% | -8.3% |
| YTD | +11.1% | +8.4% | +2.8% | +11.0% |
| 1Y | +9.0% | +8.8% | +0.2% | +8.6% |
| All | +42.6% | -5.5% | +48.1% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling