+5.6%
IYR vs SFM
-46.9%
+52.6%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -2.8% | -8.8% | +5.9% | -2.5% |
| 30D | -2.5% | -14.5% | +11.9% | -2.0% |
| 3M | -3.0% | -16.8% | +13.9% | -2.4% |
| 6M | +1.6% | -5.3% | +7.0% | +1.6% |
| YTD | +7.3% | -9.4% | +16.7% | +7.3% |
| 1Y | +5.6% | -46.2% | +51.8% | +11.5% |
| All | +5.6% | -46.9% | +52.6% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling