+69.2%
IYR vs STT
+262.1%
-192.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.9% | +1.0% | -1.9% | -1.2% |
| 30D | -2.4% | +2.8% | -5.2% | -3.3% |
| 3M | -2.0% | +18.1% | -20.1% | -7.4% |
| 6M | +2.5% | +59.2% | -56.7% | -12.2% |
| YTD | +8.3% | +51.5% | -43.2% | -6.0% |
| 1Y | +6.5% | +75.7% | -69.2% | -12.2% |
| 3Y | +29.3% | +200.8% | -171.4% | -11.6% |
| 5Y | +5.7% | +155.8% | -150.1% | -26.4% |
| 10Y | +69.2% | +266.4% | -197.1% | +0.1% |
| All | +69.2% | +262.1% | -192.8% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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