+706.4%
IYR vs SPG
+3,336.3%
-2,629.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -0.1% | +3.1% | -3.2% | -1.9% |
| 30D | +5.7% | +16.4% | -10.7% | -3.4% |
| 3M | -0.6% | +7.1% | -7.7% | -4.6% |
| 6M | +0.5% | +16.1% | -15.5% | -8.1% |
| YTD | +10.4% | +30.4% | -20.0% | -6.1% |
| 1Y | +9.2% | +33.0% | -23.8% | -8.2% |
| 3Y | +40.5% | +134.6% | -94.1% | -17.1% |
| 5Y | +5.9% | +84.9% | -79.0% | -29.8% |
| 10Y | +86.5% | +114.9% | -28.4% | -11.8% |
| All | +706.4% | +3,336.3% | -2,629.9% | -25.4% |
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