+462.5%
IYR vs SPXU
-100.0%
+562.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.3% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -2.9% | +0.8% | -3.7% | -2.5% |
| 3M | +0.8% | -4.7% | +5.5% | -0.2% |
| 6M | +1.9% | -29.6% | +31.5% | -7.2% |
| YTD | +9.6% | -29.9% | +39.5% | 0.0% |
| 1Y | +8.1% | -39.1% | +47.2% | -5.0% |
| 3Y | +29.2% | -80.0% | +109.2% | -12.7% |
| 5Y | +4.3% | -86.0% | +90.3% | -27.9% |
| 10Y | +64.7% | -99.5% | +164.2% | -47.5% |
| All | +462.5% | -100.0% | +562.5% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling