+700.6%
IYR vs RVTY
+489.7%
+210.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.2% | +1.1% | -2.3% | -1.5% |
| 30D | -2.9% | +13.2% | -16.1% | -6.0% |
| 3M | +0.8% | +27.2% | -26.4% | -5.6% |
| 6M | +1.9% | +32.4% | -30.6% | -6.1% |
| YTD | +9.6% | +34.9% | -25.2% | +0.2% |
| 1Y | +8.1% | +52.4% | -44.3% | -4.7% |
| 3Y | +29.2% | +12.3% | +16.9% | +20.5% |
| 5Y | +4.3% | -30.8% | +35.1% | +8.3% |
| 10Y | +64.7% | +150.7% | -86.0% | +21.1% |
| All | +700.6% | +489.7% | +210.8% | +361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling