+9.0%
IYR vs STT
+48.7%
-39.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +6.1% | -0.4% | +6.5% | +6.1% |
| 3M | +0.9% | -6.5% | +7.4% | +1.6% |
| 6M | +1.2% | +17.2% | -16.0% | -1.1% |
| YTD | +11.1% | +38.2% | -27.1% | +5.2% |
| 1Y | +9.0% | +49.3% | -40.3% | +1.4% |
| All | +9.0% | +48.7% | -39.7% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling