+69.2%
IYR vs URA
+369.2%
-300.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -0.9% | +5.7% | -6.6% | -1.9% |
| 30D | -2.4% | +5.6% | -7.9% | -3.4% |
| 3M | -2.0% | +6.2% | -8.2% | -3.6% |
| 6M | +2.5% | -8.2% | +10.7% | +2.9% |
| YTD | +8.3% | +9.7% | -1.4% | +4.1% |
| 1Y | +6.5% | +17.0% | -10.5% | -0.2% |
| 3Y | +29.3% | +118.5% | -89.1% | +1.6% |
| 5Y | +5.7% | +134.3% | -128.7% | -21.9% |
| 10Y | +69.2% | +377.5% | -308.3% | -7.1% |
| All | +69.2% | +369.2% | -300.0% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling