+700.6%
IYR vs SPY
+735.1%
-34.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -1.2% | +0.1% | -1.4% | -1.4% |
| 30D | -2.9% | +0.1% | -2.9% | -2.9% |
| 3M | +0.8% | +2.0% | -1.2% | -1.5% |
| 6M | +1.9% | +13.0% | -11.2% | -9.9% |
| YTD | +9.6% | +13.5% | -3.9% | -3.6% |
| 1Y | +8.1% | +20.0% | -11.9% | -10.1% |
| 3Y | +29.2% | +77.2% | -48.0% | -27.7% |
| 5Y | +4.3% | +81.9% | -77.6% | -43.7% |
| 10Y | +64.7% | +314.1% | -249.4% | -61.6% |
| All | +700.6% | +735.1% | -34.5% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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