+7.1%
IYR vs SRE
+48.7%
-41.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -0.9% | +1.5% | -2.4% | -1.5% |
| 30D | -2.4% | +0.8% | -3.2% | -2.9% |
| 3M | -2.0% | -5.8% | +3.8% | +0.2% |
| 6M | +2.5% | -7.8% | +10.3% | +5.6% |
| YTD | +8.3% | -2.4% | +10.7% | +8.7% |
| 1Y | +6.5% | +8.9% | -2.4% | +1.6% |
| 3Y | +29.3% | +31.1% | -1.8% | +6.2% |
| All | +7.1% | +48.7% | -41.6% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling