+5.7%
IYR vs UUUU
+88.5%
-82.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | -0.6% |
| 7D | -2.8% | -5.0% | +2.2% | -2.5% |
| 30D | -2.5% | -7.8% | +5.2% | -2.2% |
| 3M | -3.0% | -0.4% | -2.5% | -3.3% |
| 6M | +1.6% | -32.9% | +34.5% | +3.3% |
| YTD | +7.3% | -6.3% | +13.6% | +5.4% |
| 1Y | +5.6% | +7.9% | -2.3% | +1.1% |
| 3Y | +28.1% | +85.2% | -57.1% | +12.4% |
| All | +5.7% | +88.5% | -82.8% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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