+700.6%
IYR vs SM
+345.9%
+354.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -2.9% | +26.3% | -29.2% | -5.7% |
| 3M | +0.8% | +8.7% | -7.8% | -0.7% |
| 6M | +1.9% | +51.7% | -49.8% | -4.3% |
| YTD | +9.6% | +99.0% | -89.4% | -0.7% |
| 1Y | +8.1% | +34.6% | -26.5% | +2.3% |
| 3Y | +29.2% | -7.8% | +37.0% | +24.9% |
| 5Y | +4.3% | +104.8% | -100.5% | -12.2% |
| 10Y | +64.7% | +7.2% | +57.4% | +12.8% |
| All | +700.6% | +345.9% | +354.7% | +244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling