+28.1%
IYR vs TE
-52.9%
+81.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -2.7% | -5.9% | +3.3% | -2.5% |
| 3M | -2.1% | -45.6% | +43.4% | -0.5% |
| 6M | +3.6% | -43.4% | +47.0% | +4.1% |
| YTD | +8.1% | -31.0% | +39.1% | +7.0% |
| 1Y | +4.7% | +145.2% | -140.5% | -4.2% |
| 3Y | +29.1% | -24.1% | +53.2% | +22.8% |
| 5Y | +6.9% | -48.1% | +55.1% | +2.7% |
| All | +28.1% | -52.9% | +81.0% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling