+134.1%
IYR vs SFM
+46.8%
+87.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -0.1% | -0.4% | +0.3% | -0.1% |
| 30D | +5.7% | -19.2% | +24.9% | +7.4% |
| 3M | -0.6% | -40.3% | +39.7% | +4.0% |
| 6M | +0.5% | -40.9% | +41.4% | +5.0% |
| YTD | +10.4% | -35.5% | +45.9% | +13.9% |
| 1Y | +9.2% | -37.4% | +46.6% | +12.9% |
| 3Y | +40.5% | +25.5% | +15.1% | +32.6% |
| 5Y | +5.9% | +113.0% | -107.1% | -6.6% |
| 10Y | +86.5% | +136.3% | -49.8% | +58.7% |
| All | +134.1% | +46.8% | +87.3% | +102.0% |
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 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