+494.8%
IYR vs TRI
+518.6%
-23.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +3.2% |
| 7D | -0.4% | -7.1% | +6.7% | +3.0% |
| 30D | -2.5% | -2.3% | -0.2% | -2.1% |
| 3M | +1.5% | +19.6% | -18.1% | -10.0% |
| 6M | +3.9% | -8.7% | +12.6% | +3.7% |
| YTD | +9.5% | -22.3% | +31.8% | +16.6% |
| 1Y | +7.5% | -40.7% | +48.1% | +32.8% |
| 3Y | +30.8% | -17.8% | +48.5% | +29.8% |
| 5Y | +4.8% | -8.5% | +13.3% | -3.7% |
| 10Y | +64.3% | +192.6% | -128.3% | -26.9% |
| All | +494.8% | +518.6% | -23.8% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling