+65.6%
IYR vs SFM
+268.6%
-202.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.8% | -8.8% | +5.9% | -1.9% |
| 30D | -2.5% | -14.5% | +11.9% | -1.0% |
| 3M | -3.0% | -16.8% | +13.9% | -1.3% |
| 6M | +1.6% | -5.3% | +7.0% | +1.6% |
| YTD | +7.3% | -9.4% | +16.7% | +7.6% |
| 1Y | +5.6% | -46.2% | +51.8% | +12.0% |
| 3Y | +28.1% | +81.3% | -53.1% | +15.6% |
| 5Y | +6.1% | +211.9% | -205.8% | -11.6% |
| All | +65.6% | +268.6% | -202.9% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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