+69.2%
IYR vs TPR
+299.5%
-230.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.4% |
| 7D | -0.9% | -7.3% | +6.4% | +0.7% |
| 30D | -2.4% | -30.7% | +28.4% | +5.0% |
| 3M | -2.0% | -21.6% | +19.6% | +2.4% |
| 6M | +2.5% | -21.3% | +23.8% | +6.6% |
| YTD | +8.3% | -10.2% | +18.5% | +9.1% |
| 1Y | +6.5% | +9.5% | -3.0% | +2.1% |
| 3Y | +29.3% | +280.8% | -251.5% | -9.6% |
| 5Y | +5.7% | +218.7% | -213.0% | -25.6% |
| 10Y | +69.2% | +306.7% | -237.4% | -7.8% |
| All | +69.2% | +299.5% | -230.2% | -7.8% |
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