+6.1%
IYR vs SPXU
-85.5%
+91.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.8% | -0.5% |
| 7D | -2.8% | +6.4% | -9.2% | -1.4% |
| 30D | -2.5% | +5.9% | -8.5% | -1.1% |
| 3M | -3.0% | -11.7% | +8.7% | -5.6% |
| 6M | +1.6% | -28.7% | +30.3% | -5.6% |
| YTD | +7.3% | -26.4% | +33.7% | +0.7% |
| 1Y | +5.6% | -35.2% | +40.8% | -3.7% |
| 3Y | +28.1% | -79.8% | +107.9% | -9.0% |
| 5Y | +6.1% | -86.1% | +92.2% | -23.4% |
| All | +6.1% | -85.5% | +91.6% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling