+29.1%
IYR vs TECK
+65.8%
-36.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -1.4% | -3.8% | +2.5% | -1.0% |
| 30D | -2.7% | +0.7% | -3.4% | -2.8% |
| 3M | -2.1% | +4.6% | -6.7% | -2.9% |
| 6M | +3.6% | +25.1% | -21.5% | -0.1% |
| YTD | +8.1% | +39.2% | -31.0% | +2.3% |
| 1Y | +4.7% | +60.3% | -55.6% | -3.3% |
| 3Y | +29.1% | +62.9% | -33.8% | +14.0% |
| All | +29.1% | +65.8% | -36.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 3y: compounded portfolio wealth divided by compounded TECK 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…
3y analysis · Full analysis span regression · 6 months rolling