+462.0%
IYR vs SPXU
-100.0%
+562.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | +0.4% |
| 7D | -0.4% | -1.5% | +1.1% | -0.8% |
| 30D | -2.5% | +3.7% | -6.2% | -1.4% |
| 3M | +1.5% | -9.6% | +11.0% | -1.2% |
| 6M | +3.9% | -32.4% | +36.2% | -6.6% |
| YTD | +9.5% | -28.7% | +38.2% | +0.4% |
| 1Y | +7.5% | -38.2% | +45.7% | -5.2% |
| 3Y | +30.8% | -80.4% | +111.2% | -12.3% |
| 5Y | +4.8% | -86.0% | +90.8% | -27.6% |
| 10Y | +64.3% | -99.5% | +163.8% | -47.4% |
| All | +462.0% | -100.0% | +562.0% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPXU 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling