+65.6%
IYR vs SM
+23.2%
+42.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | -2.8% | +2.1% | -5.0% | -3.0% |
| 30D | -2.5% | +18.1% | -20.7% | -3.7% |
| 3M | -3.0% | +17.0% | -19.9% | -4.3% |
| 6M | +1.6% | +55.4% | -53.8% | -2.3% |
| YTD | +7.3% | +108.6% | -101.3% | +0.7% |
| 1Y | +5.6% | +45.7% | -40.1% | +1.6% |
| 3Y | +28.1% | -0.3% | +28.5% | +24.8% |
| 5Y | +6.1% | +113.0% | -106.9% | -4.0% |
| All | +65.6% | +23.2% | +42.4% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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