+66.9%
IYR vs SIRI
-10.2%
+77.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.6% |
| 7D | -1.4% | +0.6% | -1.9% | -1.5% |
| 30D | -2.7% | +2.5% | -5.2% | -3.2% |
| 3M | -2.1% | +6.6% | -8.7% | -3.6% |
| 6M | +3.6% | +32.9% | -29.3% | -2.7% |
| YTD | +8.1% | +50.5% | -42.3% | -1.3% |
| 1Y | +4.7% | +28.0% | -23.2% | -1.5% |
| 3Y | +29.1% | -22.4% | +51.5% | +29.0% |
| 5Y | +6.9% | -41.3% | +48.2% | +8.7% |
| All | +66.9% | -10.2% | +77.1% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling