+30.8%
IYR vs Z
-37.5%
+68.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.4% | +0.9% |
| 7D | -0.4% | -3.3% | +2.9% | +0.1% |
| 30D | -2.5% | -3.7% | +1.2% | -2.1% |
| 3M | +1.5% | -7.0% | +8.4% | +2.1% |
| 6M | +3.9% | -29.5% | +33.4% | +9.1% |
| YTD | +9.5% | -52.6% | +62.1% | +22.9% |
| 1Y | +7.5% | -64.0% | +71.5% | +26.8% |
| 3Y | +30.8% | -36.4% | +67.2% | +33.8% |
| All | +30.8% | -37.5% | +68.2% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling