+707.1%
IYR vs SPY
+720.0%
-12.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +0.6% | +2.6% | -2.0% | -1.8% |
| 30D | +6.6% | -2.0% | +8.5% | +8.3% |
| 3M | -1.8% | -2.8% | +1.0% | +0.5% |
| 6M | +1.4% | +2.1% | -0.7% | -1.4% |
| YTD | +10.5% | +11.5% | -1.0% | -1.4% |
| 1Y | +10.6% | +13.5% | -2.8% | -3.0% |
| 3Y | +41.8% | +77.7% | -35.9% | -21.2% |
| 5Y | +6.0% | +72.6% | -66.6% | -39.8% |
| 10Y | +86.7% | +308.2% | -221.5% | -56.0% |
| All | +707.1% | +720.0% | -12.8% | -18.1% |
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