+700.6%
IYR vs ROP
+2,606.1%
-1,905.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.8% | +1.0% |
| 7D | -1.2% | -4.4% | +3.2% | +0.9% |
| 30D | -2.9% | +3.2% | -6.1% | -4.4% |
| 3M | +0.8% | +23.1% | -22.2% | -9.2% |
| 6M | +1.9% | +13.3% | -11.5% | -5.2% |
| YTD | +9.6% | -7.9% | +17.5% | +11.7% |
| 1Y | +8.1% | -22.1% | +30.1% | +19.0% |
| 3Y | +29.2% | -16.8% | +46.0% | +36.5% |
| 5Y | +4.3% | -13.5% | +17.8% | +7.5% |
| 10Y | +64.7% | +137.7% | -73.0% | +1.2% |
| All | +700.6% | +2,606.1% | -1,905.6% | +129.8% |
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 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