+29.1%
IYR vs RSG
+57.7%
-28.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -2.7% | +4.0% | -6.6% | -4.0% |
| 3M | -2.1% | +7.4% | -9.5% | -4.7% |
| 6M | +3.6% | +0.1% | +3.5% | +3.4% |
| YTD | +8.1% | +6.0% | +2.1% | +5.3% |
| 1Y | +4.7% | -3.0% | +7.7% | +5.7% |
| 3Y | +29.1% | +56.5% | -27.4% | +12.0% |
| All | +29.1% | +57.7% | -28.6% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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