+699.9%
IYR vs RSG
+3,679.6%
-2,979.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -0.4% | -0.7% | +0.4% | 0.0% |
| 30D | -2.5% | +3.3% | -5.8% | -4.1% |
| 3M | +1.5% | +8.5% | -7.0% | -2.8% |
| 6M | +3.9% | -3.5% | +7.4% | +5.2% |
| YTD | +9.5% | +5.5% | +4.0% | +5.9% |
| 1Y | +7.5% | -1.7% | +9.2% | +7.5% |
| 3Y | +30.8% | +56.9% | -26.1% | +2.3% |
| 5Y | +4.8% | +89.4% | -84.6% | -26.0% |
| 10Y | +64.3% | +412.5% | -348.2% | -27.5% |
| All | +699.9% | +3,679.6% | -2,979.8% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling