+7.1%
IYR vs TECK
+199.3%
-192.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -0.8% |
| 7D | -0.9% | +4.9% | -5.8% | -1.5% |
| 30D | -2.4% | +5.2% | -7.6% | -3.0% |
| 3M | -2.0% | +13.8% | -15.8% | -4.0% |
| 6M | +2.5% | +38.5% | -36.0% | -2.7% |
| YTD | +8.3% | +47.3% | -39.0% | +1.5% |
| 1Y | +6.5% | +81.0% | -74.5% | -3.5% |
| 3Y | +29.3% | +79.9% | -50.5% | +14.3% |
| All | +7.1% | +199.3% | -192.2% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling