+6.7%
IYR vs SFM
+111.2%
-104.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | -1.2% | -7.1% | +5.9% | -0.5% |
| 30D | +6.1% | -21.4% | +27.5% | +8.1% |
| 3M | +0.9% | -40.1% | +41.0% | +5.8% |
| 6M | +1.2% | -38.0% | +39.2% | +5.3% |
| YTD | +11.1% | -36.5% | +47.7% | +14.9% |
| 1Y | +9.0% | -35.2% | +44.2% | +12.3% |
| 3Y | +41.4% | +23.5% | +17.9% | +29.0% |
| 5Y | +6.7% | +109.7% | -103.1% | -9.1% |
| All | +6.7% | +111.2% | -104.5% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling