+700.6%
IYR vs STT
+521.6%
+178.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | -2.9% | +3.9% | -6.7% | -4.3% |
| 3M | +0.8% | +20.0% | -19.1% | -6.0% |
| 6M | +1.9% | +55.3% | -53.5% | -14.0% |
| YTD | +9.6% | +53.3% | -43.7% | -7.3% |
| 1Y | +8.1% | +74.7% | -66.6% | -13.2% |
| 3Y | +29.2% | +205.8% | -176.6% | -16.7% |
| 5Y | +4.3% | +145.0% | -140.7% | -29.7% |
| 10Y | +64.7% | +266.0% | -201.3% | -12.5% |
| All | +700.6% | +521.6% | +178.9% | +173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling