+134.4%
IYR vs USFR
+28.6%
+105.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +6.6% | +0.4% | +6.2% | +6.5% |
| 3M | -1.8% | +1.1% | -2.9% | -2.1% |
| 6M | +1.4% | +2.0% | -0.6% | +0.9% |
| YTD | +10.5% | +3.5% | +7.1% | +9.6% |
| 1Y | +10.6% | +4.1% | +6.5% | +9.5% |
| 3Y | +41.8% | +14.4% | +27.5% | +37.5% |
| 5Y | +6.0% | +21.4% | -15.4% | +1.5% |
| 10Y | +86.7% | +28.6% | +58.1% | +77.4% |
| All | +134.4% | +28.6% | +105.8% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling