+66.9%
IYR vs SPYG
+424.6%
-357.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.3% |
| 7D | -1.4% | -0.9% | -0.5% | -0.8% |
| 30D | -2.7% | -1.5% | -1.2% | -1.8% |
| 3M | -2.1% | +3.7% | -5.9% | -4.8% |
| 6M | +3.6% | +16.4% | -12.8% | -6.7% |
| YTD | +8.1% | +13.3% | -5.2% | -1.1% |
| 1Y | +4.7% | +17.9% | -13.1% | -7.0% |
| 3Y | +29.1% | +98.3% | -69.2% | -22.0% |
| 5Y | +6.9% | +86.4% | -79.5% | -33.7% |
| All | +66.9% | +424.6% | -357.6% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling