+552.1%
IYR vs TECK
+2,265.7%
-1,713.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.2% | -0.9% |
| 7D | -0.4% | +7.8% | -8.1% | -1.8% |
| 30D | -2.5% | +8.3% | -10.8% | -4.0% |
| 3M | +1.5% | +16.1% | -14.6% | -1.9% |
| 6M | +3.9% | +42.9% | -39.0% | -4.0% |
| YTD | +9.5% | +50.8% | -41.2% | -0.3% |
| 1Y | +7.5% | +106.1% | -98.6% | -8.3% |
| 3Y | +30.8% | +84.0% | -53.2% | +11.0% |
| 5Y | +4.8% | +223.5% | -218.7% | -23.4% |
| 10Y | +64.3% | +378.1% | -313.8% | -2.5% |
| All | +552.1% | +2,265.7% | -1,713.7% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling