+65.6%
IYR vs RVTY
+139.0%
-73.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.3% |
| 7D | -2.8% | -7.4% | +4.6% | -0.7% |
| 30D | -2.5% | +4.5% | -7.0% | -3.9% |
| 3M | -3.0% | +19.5% | -22.4% | -8.4% |
| 6M | +1.6% | +34.1% | -32.5% | -8.0% |
| YTD | +7.3% | +25.3% | -18.0% | -1.4% |
| 1Y | +5.6% | +47.0% | -41.4% | -8.2% |
| 3Y | +28.1% | +14.1% | +14.0% | +17.0% |
| 5Y | +6.1% | -34.6% | +40.7% | +13.5% |
| All | +65.6% | +139.0% | -73.3% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling