+28.1%
IYR vs SITM
+423.6%
-395.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | -2.8% | +4.8% | -7.7% | -3.1% |
| 30D | -2.5% | -9.7% | +7.2% | -2.1% |
| 3M | -3.0% | -9.3% | +6.4% | -3.0% |
| 6M | +1.6% | +69.5% | -67.9% | -3.6% |
| YTD | +7.3% | +70.5% | -63.2% | +1.3% |
| 1Y | +5.6% | +145.3% | -139.6% | -3.7% |
| All | +28.1% | +423.6% | -395.5% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling