+6.1%
IYR vs SPYG
+82.6%
-76.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -2.8% | -1.8% | -1.0% | -2.0% |
| 30D | -2.5% | -1.9% | -0.6% | -1.7% |
| 3M | -3.0% | +5.2% | -8.1% | -5.6% |
| 6M | +1.6% | +15.6% | -13.9% | -6.0% |
| YTD | +7.3% | +12.4% | -5.1% | +0.5% |
| 1Y | +5.6% | +17.5% | -11.8% | -3.6% |
| 3Y | +28.1% | +98.1% | -70.0% | -15.9% |
| 5Y | +6.1% | +84.9% | -78.8% | -29.7% |
| All | +6.1% | +82.6% | -76.5% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling