+29.1%
IYR vs TRI
-18.9%
+48.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -1.4% | -7.9% | +6.5% | -0.4% |
| 30D | -2.7% | -4.5% | +1.8% | -2.2% |
| 3M | -2.1% | +22.1% | -24.2% | -5.4% |
| 6M | +3.6% | -2.8% | +6.4% | +3.4% |
| YTD | +8.1% | -23.4% | +31.5% | +15.4% |
| 1Y | +4.7% | -41.5% | +46.2% | +21.7% |
| 3Y | +29.1% | -19.2% | +48.3% | +28.5% |
| All | +29.1% | -18.9% | +48.0% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling