+25.2%
IYR vs SN
+496.6%
-471.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -2.5% | -5.6% | +3.1% | -1.9% |
| 3M | +1.5% | +48.1% | -46.6% | -3.6% |
| 6M | +3.9% | +57.6% | -53.8% | -2.4% |
| YTD | +9.5% | +56.5% | -47.0% | +2.9% |
| 1Y | +7.5% | +52.6% | -45.1% | +1.1% |
| 3Y | +30.8% | +412.0% | -381.2% | +7.7% |
| All | +25.2% | +496.6% | -471.5% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling