+200.8%
IYR vs URA
-49.7%
+250.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -1.2% | +2.9% | -4.1% | -1.8% |
| 30D | +6.1% | -10.8% | +16.9% | +8.2% |
| 3M | +0.9% | -25.5% | +26.5% | +6.4% |
| 6M | +1.2% | -41.2% | +42.4% | +11.1% |
| YTD | +11.1% | -21.3% | +32.4% | +13.1% |
| 1Y | +9.0% | -25.7% | +34.7% | +12.0% |
| 3Y | +41.4% | +43.1% | -1.6% | +19.7% |
| 5Y | +6.7% | +35.6% | -28.9% | -11.5% |
| 10Y | +87.7% | +281.3% | -193.6% | +9.0% |
| All | +200.8% | -49.7% | +250.5% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling