+43.4%
IYR vs SN
+428.0%
-384.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.1% |
| 7D | +2.3% | +7.6% | -5.4% | +1.2% |
| 30D | +7.4% | +24.1% | -16.7% | +4.2% |
| 3M | -0.7% | +23.7% | -24.4% | -3.7% |
| 6M | +1.6% | +105.5% | -103.9% | -8.5% |
| YTD | +11.6% | +105.1% | -93.5% | 0.0% |
| 1Y | +10.5% | +148.3% | -137.8% | -3.9% |
| 3Y | +43.4% | +438.7% | -395.3% | +2.6% |
| All | +43.4% | +428.0% | -384.6% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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