+12.5%
IYR vs S
-57.7%
+70.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | -2.4% | -12.6% | +10.2% | -1.3% |
| 3M | -2.0% | +27.6% | -29.6% | -4.6% |
| 6M | +2.5% | +35.5% | -33.0% | -1.2% |
| YTD | +8.3% | +29.6% | -21.3% | +4.7% |
| 1Y | +6.5% | +8.1% | -1.7% | +4.4% |
| 3Y | +29.3% | +14.8% | +14.6% | +23.2% |
| 5Y | +5.7% | -70.6% | +76.2% | +4.5% |
| All | +12.5% | -57.7% | +70.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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