+5.4%
IYR vs TMF
-88.6%
+94.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +0.6% | -9.3% | +9.9% | +1.8% |
| 30D | +6.6% | +1.9% | +4.6% | +6.3% |
| 3M | -1.8% | -11.2% | +9.4% | -0.5% |
| 6M | +1.4% | -17.7% | +19.2% | +3.7% |
| YTD | +10.5% | -24.5% | +35.0% | +14.1% |
| 1Y | +10.6% | -29.4% | +40.1% | +15.1% |
| 3Y | +41.8% | -33.4% | +75.2% | +46.7% |
| All | +5.4% | -88.6% | +94.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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