+66.9%
IYR vs SRE
+122.3%
-55.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | -1.4% | -0.8% | -0.5% | -1.0% |
| 30D | -2.7% | -3.0% | +0.3% | -1.4% |
| 3M | -2.1% | -8.3% | +6.2% | +1.8% |
| 6M | +3.6% | -8.9% | +12.5% | +7.9% |
| YTD | +8.1% | -4.3% | +12.4% | +9.6% |
| 1Y | +4.7% | +2.7% | +2.0% | +2.2% |
| 3Y | +29.1% | +28.7% | +0.5% | +7.6% |
| 5Y | +6.9% | +47.1% | -40.2% | -17.7% |
| All | +66.9% | +122.3% | -55.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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