+700.6%
IYR vs SPG
+2,948.1%
-2,247.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | -1.2% | -2.4% | +1.1% | +0.2% |
| 30D | -2.9% | -6.8% | +4.0% | +1.3% |
| 3M | +0.8% | +2.7% | -1.8% | -0.9% |
| 6M | +1.9% | +5.5% | -3.6% | -1.6% |
| YTD | +9.6% | +15.7% | -6.1% | +0.1% |
| 1Y | +8.1% | +20.9% | -12.8% | -3.9% |
| 3Y | +29.2% | +112.4% | -83.2% | -19.2% |
| 5Y | +4.3% | +101.4% | -97.1% | -34.6% |
| 10Y | +64.7% | +60.6% | +4.1% | -5.3% |
| All | +700.6% | +2,948.1% | -2,247.5% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling