+707.1%
IYR vs RVTY
+599.5%
+107.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +6.6% | +1.5% | +5.0% | +5.9% |
| 3M | -1.8% | +31.5% | -33.3% | -9.0% |
| 6M | +1.4% | +62.7% | -61.2% | -11.3% |
| YTD | +10.5% | +60.0% | -49.4% | -3.8% |
| 1Y | +10.6% | +65.7% | -55.1% | -4.7% |
| 3Y | +41.8% | +85.2% | -43.4% | +16.4% |
| 5Y | +6.0% | -14.9% | +20.9% | +4.0% |
| 10Y | +86.7% | +211.9% | -125.2% | +29.4% |
| All | +707.1% | +599.5% | +107.6% | +343.3% |
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