+20.0%
IYR vs RVMD
+636.2%
-616.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | -2.4% | +0.3% | -2.7% | -2.5% |
| 3M | -2.0% | +38.9% | -40.9% | -5.8% |
| 6M | +2.5% | +108.1% | -105.6% | -7.1% |
| YTD | +8.3% | +160.7% | -152.4% | -5.3% |
| 1Y | +6.5% | +407.3% | -400.8% | -14.9% |
| 3Y | +29.3% | +546.6% | -517.2% | -3.5% |
| 5Y | +5.7% | +579.8% | -574.1% | -25.9% |
| All | +20.0% | +636.2% | -616.2% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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