+683.6%
IYR vs SU
+2,011.2%
-1,327.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.8% | +1.7% | -4.5% | -3.3% |
| 30D | -2.5% | +9.6% | -12.2% | -4.9% |
| 3M | -3.0% | +11.7% | -14.7% | -6.1% |
| 6M | +1.6% | +21.9% | -20.3% | -4.4% |
| YTD | +7.3% | +58.6% | -51.3% | -6.1% |
| 1Y | +5.6% | +66.5% | -60.9% | -8.9% |
| 3Y | +28.1% | +121.4% | -93.3% | +0.4% |
| 5Y | +6.1% | +355.7% | -349.6% | -34.5% |
| 10Y | +67.7% | +264.2% | -196.5% | -0.1% |
| All | +683.6% | +2,011.2% | -1,327.6% | +265.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling