+66.9%
IYR vs USFR
+28.1%
+38.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -2.7% | +0.4% | -3.0% | -2.9% |
| 3M | -2.1% | +1.0% | -3.2% | -2.8% |
| 6M | +3.6% | +2.0% | +1.6% | +2.3% |
| YTD | +8.1% | +2.8% | +5.4% | +6.3% |
| 1Y | +4.7% | +4.1% | +0.6% | +2.0% |
| 3Y | +29.1% | +14.1% | +15.0% | +20.3% |
| 5Y | +6.9% | +20.6% | -13.7% | -3.0% |
| All | +66.9% | +28.1% | +38.8% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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