+65.6%
IYR vs Z
-6.2%
+71.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.5% |
| 7D | -2.8% | -11.6% | +8.7% | -1.0% |
| 30D | -2.5% | -8.5% | +5.9% | -1.4% |
| 3M | -3.0% | -7.9% | +4.9% | -2.2% |
| 6M | +1.6% | -29.1% | +30.7% | +6.2% |
| YTD | +7.3% | -54.2% | +61.5% | +19.4% |
| 1Y | +5.6% | -63.5% | +69.2% | +21.4% |
| 3Y | +28.1% | -38.6% | +66.7% | +32.3% |
| 5Y | +6.1% | -66.0% | +72.1% | +13.2% |
| All | +65.6% | -6.2% | +71.9% | +39.0% |
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