+6.9%
IYR vs ROP
-15.3%
+22.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.1% |
| 7D | -0.4% | -5.4% | +5.0% | +1.8% |
| 30D | -2.5% | -1.6% | -0.9% | -2.0% |
| 3M | +1.5% | +18.8% | -17.4% | -6.2% |
| 6M | +3.9% | +8.2% | -4.3% | -0.3% |
| YTD | +9.5% | -10.5% | +20.0% | +15.0% |
| 1Y | +7.5% | -23.7% | +31.2% | +22.7% |
| 3Y | +30.8% | -17.9% | +48.6% | +39.9% |
| All | +6.9% | -15.3% | +22.2% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling