+84.6%
IYR vs Z
-17.4%
+101.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -1.2% | -13.1% | +11.9% | +0.8% |
| 30D | +6.1% | +5.9% | +0.2% | +4.8% |
| 3M | +0.9% | -13.7% | +14.6% | +2.5% |
| 6M | +1.2% | -27.1% | +28.3% | +5.1% |
| YTD | +11.1% | -56.8% | +67.9% | +24.2% |
| 1Y | +9.0% | -60.2% | +69.2% | +23.1% |
| 3Y | +41.4% | -19.7% | +61.1% | +39.8% |
| 5Y | +6.7% | -53.7% | +60.3% | +9.8% |
| All | +84.6% | -17.4% | +101.9% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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