+481.1%
IYR vs SNY
+241.9%
+239.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -1.4% | -3.3% | +2.0% | 0.0% |
| 30D | -2.7% | -2.2% | -0.5% | -1.9% |
| 3M | -2.1% | -3.0% | +0.9% | -1.1% |
| 6M | +3.6% | +2.7% | +0.9% | +2.1% |
| YTD | +8.1% | -6.8% | +15.0% | +10.6% |
| 1Y | +4.7% | -5.3% | +10.0% | +5.9% |
| 3Y | +29.1% | -9.8% | +38.9% | +28.9% |
| 5Y | +6.9% | +9.7% | -2.7% | -4.3% |
| 10Y | +69.0% | +64.5% | +4.5% | +22.1% |
| All | +481.1% | +241.9% | +239.2% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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