+83.4%
IYR vs TPR
+365.1%
-281.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -0.1% | -1.1% | +1.0% | +0.1% |
| 30D | +5.7% | +15.1% | -9.4% | +2.4% |
| 3M | -0.6% | -13.4% | +12.8% | +1.8% |
| 6M | +0.5% | +1.4% | -0.8% | -0.8% |
| YTD | +10.4% | +4.8% | +5.7% | +7.4% |
| 1Y | +9.2% | +29.2% | -20.0% | +1.3% |
| 3Y | +40.5% | +403.7% | -363.2% | -7.8% |
| 5Y | +5.9% | +230.8% | -224.9% | -25.8% |
| All | +83.4% | +365.1% | -281.7% | -1.2% |
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