+6.5%
IYR vs TRI
-10.0%
+16.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -1.4% | -7.9% | +6.5% | +0.3% |
| 30D | -2.7% | -4.5% | +1.8% | -1.9% |
| 3M | -2.1% | +22.1% | -24.2% | -7.7% |
| 6M | +3.6% | -2.8% | +6.4% | +3.0% |
| YTD | +8.1% | -23.4% | +31.5% | +17.2% |
| 1Y | +4.7% | -41.5% | +46.2% | +27.1% |
| 3Y | +29.1% | -19.2% | +48.3% | +28.0% |
| All | +6.5% | -10.0% | +16.5% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling