+6.7%
IYR vs SPG
+86.1%
-79.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -1.2% | +2.7% | -3.9% | -2.7% |
| 30D | +6.1% | +16.6% | -10.5% | -2.5% |
| 3M | +0.9% | +8.1% | -7.1% | -3.4% |
| 6M | +1.2% | +19.3% | -18.2% | -8.4% |
| YTD | +11.1% | +31.1% | -20.0% | -4.7% |
| 1Y | +9.0% | +32.8% | -23.8% | -7.2% |
| 3Y | +41.4% | +135.8% | -94.4% | -14.6% |
| 5Y | +6.7% | +85.1% | -78.4% | -30.0% |
| All | +6.7% | +86.1% | -79.5% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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