+28.9%
IYR vs SITM
+4,789.7%
-4,760.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.8% | +0.3% |
| 7D | -1.4% | +3.9% | -5.2% | -1.7% |
| 30D | -2.7% | -6.6% | +3.9% | -2.3% |
| 3M | -2.1% | -11.9% | +9.7% | -2.1% |
| 6M | +3.6% | +81.1% | -77.5% | -5.0% |
| YTD | +8.1% | +80.0% | -71.8% | -1.4% |
| 1Y | +4.7% | +145.8% | -141.1% | -8.7% |
| 3Y | +29.1% | +475.9% | -446.8% | -4.1% |
| 5Y | +6.9% | +189.2% | -182.3% | -20.0% |
| All | +28.9% | +4,789.7% | -4,760.8% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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