+6.5%
IYR vs RRX
+17.8%
-11.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.1% |
| 7D | -1.4% | -0.3% | -1.0% | -1.3% |
| 30D | -2.7% | -6.1% | +3.5% | -1.6% |
| 3M | -2.1% | -23.1% | +20.9% | +1.8% |
| 6M | +3.6% | -19.5% | +23.1% | +5.7% |
| YTD | +8.1% | +16.1% | -7.9% | +0.7% |
| 1Y | +4.7% | +12.9% | -8.2% | -2.5% |
| 3Y | +29.1% | +7.9% | +21.2% | +17.0% |
| All | +6.5% | +17.8% | -11.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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