+87.7%
IYR vs STT
+203.9%
-116.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | +6.1% | -0.4% | +6.5% | +6.2% |
| 3M | +0.9% | -6.5% | +7.4% | +2.9% |
| 6M | +1.2% | +17.2% | -16.0% | -4.4% |
| YTD | +11.1% | +38.2% | -27.1% | -1.0% |
| 1Y | +9.0% | +49.3% | -40.3% | -5.4% |
| 3Y | +41.4% | +181.9% | -140.5% | -1.8% |
| 5Y | +6.7% | +106.9% | -100.3% | -20.8% |
| 10Y | +87.7% | +203.1% | -115.5% | +14.7% |
| All | +87.7% | +203.9% | -116.3% | +14.7% |
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