+83.6%
IYR vs SM
+18.0%
+65.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.6% | +9.4% | -8.8% | -0.1% |
| 30D | +6.6% | -14.4% | +20.9% | +7.5% |
| 3M | -1.8% | +1.6% | -3.4% | -2.3% |
| 6M | +1.4% | +6.3% | -4.9% | +0.3% |
| YTD | +10.5% | +78.8% | -68.3% | +4.5% |
| 1Y | +10.6% | +83.1% | -72.5% | +4.3% |
| 3Y | +41.8% | -5.9% | +47.7% | +38.4% |
| 5Y | +6.0% | +4.8% | +1.2% | +0.7% |
| All | +83.6% | +18.0% | +65.6% | +33.2% |
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