+86.0%
IYR vs TPR
+403.1%
-317.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -0.9% | +1.0% |
| 7D | +2.3% | +12.7% | -10.4% | -0.4% |
| 30D | +7.4% | +17.1% | -9.7% | +3.7% |
| 3M | -0.7% | -15.9% | +15.2% | +2.3% |
| 6M | +1.6% | +2.6% | -1.0% | 0.0% |
| YTD | +11.6% | +7.5% | +4.1% | +7.9% |
| 1Y | +10.5% | +32.9% | -22.4% | +1.8% |
| 3Y | +43.4% | +413.8% | -370.4% | -6.3% |
| 5Y | +6.8% | +263.9% | -257.1% | -26.8% |
| 10Y | +86.0% | +389.7% | -303.7% | -2.1% |
| All | +86.0% | +403.1% | -317.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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