+683.6%
IYR vs TDY
+4,218.6%
-3,535.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.8% | -1.9% | -1.0% | -2.2% |
| 30D | -2.5% | -12.5% | +10.0% | +1.6% |
| 3M | -3.0% | -0.8% | -2.1% | -3.0% |
| 6M | +1.6% | -9.0% | +10.6% | +4.1% |
| YTD | +7.3% | +16.8% | -9.5% | +1.1% |
| 1Y | +5.6% | +9.5% | -3.8% | +1.4% |
| 3Y | +28.1% | +45.4% | -17.3% | +11.3% |
| 5Y | +6.1% | +37.8% | -31.7% | -6.9% |
| 10Y | +67.7% | +470.2% | -402.6% | -6.6% |
| All | +683.6% | +4,218.6% | -3,535.0% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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