+2.5%
IYR vs SIRI
+32.5%
-30.0%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.9% | -3.9% | +3.0% | -0.6% |
| 30D | -2.4% | -0.8% | -1.5% | -2.2% |
| 3M | -2.0% | +4.3% | -6.3% | -2.2% |
| 6M | +2.5% | +34.1% | -31.6% | -4.1% |
| All | +2.5% | +32.5% | -30.0% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling