+43.4%
IYR vs S
+49.1%
-5.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.0% | -6.5% | +1.0% |
| 7D | +2.3% | +1.6% | +0.7% | +2.1% |
| 30D | +7.4% | -10.5% | +17.8% | +8.0% |
| 3M | -0.7% | +9.9% | -10.6% | -1.8% |
| 6M | +1.6% | +41.8% | -40.1% | -1.8% |
| YTD | +11.6% | +56.8% | -45.2% | +6.5% |
| 1Y | +10.5% | +39.0% | -28.5% | +6.5% |
| 3Y | +43.4% | +53.8% | -10.4% | +35.6% |
| All | +43.4% | +49.1% | -5.8% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling