+12.4%
IYR vs TE
-16.5%
+29.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.7% | +3.1% |
| 7D | +6.9% | +3.8% | +3.1% | +6.9% |
| 30D | +10.2% | -26.2% | +36.5% | +10.2% |
| 3M | -0.3% | -49.7% | +49.4% | -0.5% |
| 6M | +3.6% | -46.5% | +50.1% | +2.9% |
| YTD | +12.5% | -59.1% | +71.6% | +11.7% |
| 1Y | +12.4% | -25.8% | +38.3% | +10.4% |
| All | +12.4% | -16.5% | +29.0% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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