+683.6%
IYR vs SIRI
-90.6%
+774.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | -2.8% | -3.0% | +0.2% | -2.6% |
| 30D | -2.5% | +1.3% | -3.8% | -2.7% |
| 3M | -3.0% | +5.6% | -8.6% | -3.4% |
| 6M | +1.6% | +35.2% | -33.5% | -0.8% |
| YTD | +7.3% | +49.1% | -41.8% | +3.9% |
| 1Y | +5.6% | +26.8% | -21.2% | +3.4% |
| 3Y | +28.1% | -23.7% | +51.8% | +28.2% |
| 5Y | +6.1% | -41.8% | +47.9% | +7.0% |
| 10Y | +67.7% | -11.3% | +78.9% | +64.4% |
| All | +683.6% | -90.6% | +774.2% | +592.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling