+707.1%
IYR vs SRE
+1,961.6%
-1,254.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | +0.6% | +1.8% | -1.2% | -0.3% |
| 30D | +6.6% | -3.0% | +9.5% | +8.1% |
| 3M | -1.8% | -7.3% | +5.4% | +1.7% |
| 6M | +1.4% | -11.9% | +13.3% | +7.7% |
| YTD | +10.5% | -7.9% | +18.4% | +14.2% |
| 1Y | +10.6% | -11.1% | +21.8% | +16.4% |
| 3Y | +41.8% | +24.8% | +17.0% | +20.1% |
| 5Y | +6.0% | +52.4% | -46.3% | -19.9% |
| 10Y | +86.7% | +127.9% | -41.2% | +9.0% |
| All | +707.1% | +1,961.6% | -1,254.4% | +143.4% |
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 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