+700.6%
IYR vs SRE
+2,060.1%
-1,359.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -2.9% | -0.7% | -2.1% | -2.7% |
| 3M | +0.8% | -6.3% | +7.1% | +3.9% |
| 6M | +1.9% | -10.7% | +12.5% | +7.4% |
| YTD | +9.6% | -3.5% | +13.1% | +10.8% |
| 1Y | +8.1% | +5.3% | +2.8% | +4.0% |
| 3Y | +29.2% | +31.8% | -2.6% | +6.5% |
| 5Y | +4.3% | +47.4% | -43.1% | -19.7% |
| 10Y | +64.7% | +120.6% | -55.9% | -2.0% |
| All | +700.6% | +2,060.1% | -1,359.5% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling