+29.3%
IYR vs UL
+21.6%
+7.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.6% |
| 7D | -0.9% | -3.2% | +2.3% | +0.1% |
| 30D | -2.4% | -0.6% | -1.8% | -2.2% |
| 3M | -2.0% | +9.4% | -11.5% | -5.1% |
| 6M | +2.5% | -4.1% | +6.6% | +3.6% |
| YTD | +8.3% | -2.0% | +10.3% | +8.4% |
| 1Y | +6.5% | -9.0% | +15.4% | +9.4% |
| All | +29.3% | +21.6% | +7.7% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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