+10.6%
IYR vs SM
+84.2%
-73.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.6% | +9.4% | -8.8% | +1.1% |
| 30D | +6.6% | -14.4% | +20.9% | +5.8% |
| 3M | -1.8% | +1.6% | -3.4% | -1.6% |
| 6M | +1.4% | +6.3% | -4.9% | +1.9% |
| YTD | +10.5% | +78.8% | -68.3% | +7.9% |
| 1Y | +10.6% | +83.1% | -72.5% | +7.8% |
| All | +10.6% | +84.2% | -73.6% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling