+66.9%
IYR vs SU
+267.2%
-200.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.4% | +2.2% | -3.6% | -1.8% |
| 30D | -2.7% | +8.4% | -11.1% | -4.3% |
| 3M | -2.1% | +12.1% | -14.2% | -4.6% |
| 6M | +3.6% | +19.7% | -16.1% | -0.8% |
| YTD | +8.1% | +58.4% | -50.3% | -2.4% |
| 1Y | +4.7% | +67.2% | -62.5% | -6.7% |
| 3Y | +29.1% | +125.0% | -95.9% | +6.4% |
| 5Y | +6.9% | +355.1% | -348.1% | -27.1% |
| All | +66.9% | +267.2% | -200.3% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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