+6.9%
IYR vs SFM
+230.9%
-224.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.6% |
| 7D | -0.4% | -5.8% | +5.4% | +0.2% |
| 30D | -2.5% | -11.4% | +8.8% | -1.4% |
| 3M | +1.5% | -12.2% | +13.6% | +2.6% |
| 6M | +3.9% | -5.2% | +9.0% | +3.8% |
| YTD | +9.5% | -4.5% | +14.0% | +9.2% |
| 1Y | +7.5% | -45.4% | +52.8% | +14.4% |
| 3Y | +30.8% | +91.1% | -60.3% | +15.0% |
| All | +6.9% | +230.9% | -224.0% | -12.1% |
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