+6.1%
IYR vs UL
+18.7%
-12.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.5% |
| 7D | -2.8% | -4.1% | +1.2% | -1.6% |
| 30D | -2.5% | -1.2% | -1.3% | -2.2% |
| 3M | -3.0% | +6.0% | -8.9% | -4.9% |
| 6M | +1.6% | -5.5% | +7.1% | +3.0% |
| YTD | +7.3% | -3.3% | +10.6% | +7.8% |
| 1Y | +5.6% | -9.8% | +15.4% | +8.4% |
| 3Y | +28.1% | +20.1% | +8.0% | +20.0% |
| 5Y | +6.1% | +19.2% | -13.1% | -3.1% |
| All | +6.1% | +18.7% | -12.6% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling