+632.0%
IYR vs SPYG
+559.2%
+72.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | -2.4% | -1.7% | -0.7% | -1.2% |
| 3M | -2.0% | +3.6% | -5.7% | -5.2% |
| 6M | +2.5% | +16.6% | -14.1% | -9.3% |
| YTD | +8.3% | +13.4% | -5.1% | -2.4% |
| 1Y | +6.5% | +19.6% | -13.1% | -8.2% |
| 3Y | +29.3% | +99.8% | -70.4% | -26.1% |
| 5Y | +5.7% | +85.0% | -79.3% | -37.3% |
| 10Y | +69.2% | +422.1% | -352.9% | -55.7% |
| All | +632.0% | +559.2% | +72.8% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling