+30.8%
IYR vs URA
+121.0%
-90.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.3% |
| 7D | -0.4% | +8.1% | -8.5% | -0.8% |
| 30D | -2.5% | +5.8% | -8.3% | -2.9% |
| 3M | +1.5% | +3.4% | -2.0% | +1.2% |
| 6M | +3.9% | -2.6% | +6.5% | +3.8% |
| YTD | +9.5% | +11.2% | -1.6% | +7.9% |
| 1Y | +7.5% | +19.8% | -12.4% | +4.3% |
| 3Y | +30.8% | +121.5% | -90.7% | +13.7% |
| All | +30.8% | +121.0% | -90.2% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling