+4.8%
IYR vs S
-72.3%
+77.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | -0.4% | -5.8% | +5.4% | +0.2% |
| 30D | -2.5% | -9.2% | +6.7% | -1.8% |
| 3M | +1.5% | +23.4% | -21.9% | -1.0% |
| 6M | +3.9% | +36.9% | -33.1% | -0.1% |
| YTD | +9.5% | +29.5% | -20.0% | +5.7% |
| 1Y | +7.5% | +5.4% | +2.0% | +5.6% |
| 3Y | +30.8% | +14.7% | +16.1% | +24.2% |
| 5Y | +4.8% | -71.5% | +76.3% | +5.0% |
| All | +4.8% | -72.3% | +77.1% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling