+706.4%
IYR vs ROP
+3,083.2%
-2,376.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -0.1% | -2.7% | +2.6% | +1.1% |
| 30D | +5.7% | +29.7% | -24.0% | -6.8% |
| 3M | -0.6% | +21.2% | -21.8% | -9.8% |
| 6M | +0.5% | +48.3% | -47.7% | -17.8% |
| YTD | +10.4% | +8.4% | +2.0% | +3.6% |
| 1Y | +9.2% | +6.0% | +3.2% | +3.6% |
| 3Y | +40.5% | -5.6% | +46.1% | +39.2% |
| 5Y | +5.9% | +1.3% | +4.7% | +0.9% |
| 10Y | +86.5% | +184.1% | -97.6% | +4.9% |
| All | +706.4% | +3,083.2% | -2,376.7% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling