+6.1%
IYR vs USFR
+20.4%
-14.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -2.5% | +0.3% | -2.9% | -2.8% |
| 3M | -3.0% | +1.0% | -3.9% | -3.7% |
| 6M | +1.6% | +1.9% | -0.3% | +0.2% |
| YTD | +7.3% | +2.7% | +4.6% | +5.2% |
| 1Y | +5.6% | +4.0% | +1.6% | +2.5% |
| 3Y | +28.1% | +14.1% | +14.1% | +30.6% |
| 5Y | +6.1% | +20.5% | -14.4% | +21.6% |
| All | +6.1% | +20.4% | -14.3% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling