+134.5%
IYR vs UUUU
-92.0%
+226.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -0.9% | +1.8% | -2.7% | -1.0% |
| 30D | -2.4% | +1.8% | -4.2% | -2.5% |
| 3M | -2.0% | +1.3% | -3.3% | -2.4% |
| 6M | +2.5% | -26.8% | +29.3% | +3.3% |
| YTD | +8.3% | +0.1% | +8.2% | +6.7% |
| 1Y | +6.5% | +11.2% | -4.8% | +3.5% |
| 3Y | +29.3% | +97.7% | -68.4% | +19.2% |
| 5Y | +5.7% | +127.3% | -121.7% | -5.3% |
| 10Y | +69.2% | +532.6% | -463.4% | +36.1% |
| All | +134.5% | -92.0% | +226.4% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling