+83.2%
IYR vs TPR
+391.0%
-307.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +2.0% | +14.2% | -12.2% | -1.0% |
| 30D | +8.2% | +17.1% | -8.9% | +4.5% |
| 3M | -1.7% | -17.7% | +16.0% | +1.7% |
| 6M | -0.4% | -10.2% | +9.8% | +0.7% |
| YTD | +9.9% | +4.9% | +5.0% | +6.9% |
| 1Y | +10.4% | +36.1% | -25.7% | +1.2% |
| 3Y | +38.4% | +416.5% | -378.0% | -9.7% |
| 5Y | +5.2% | +254.8% | -249.6% | -27.5% |
| All | +83.2% | +391.0% | -307.9% | -3.1% |
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