+134.3%
IYR vs SFM
+48.8%
+85.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | 0.0% |
| 7D | +0.6% | +6.0% | -5.5% | 0.0% |
| 30D | +6.6% | -19.5% | +26.0% | +8.3% |
| 3M | -1.8% | -37.0% | +35.2% | +2.2% |
| 6M | +1.4% | -41.0% | +42.5% | +6.0% |
| YTD | +10.5% | -34.6% | +45.2% | +13.8% |
| 1Y | +10.6% | -36.3% | +46.9% | +14.2% |
| 3Y | +41.8% | +24.5% | +17.3% | +34.0% |
| 5Y | +6.0% | +115.9% | -109.8% | -6.6% |
| 10Y | +86.7% | +139.5% | -52.8% | +58.6% |
| All | +134.3% | +48.8% | +85.6% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling