+4.8%
IYR vs Z
-67.0%
+71.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.0% |
| YTD | +9.5% | -52.6% | +62.1% | +22.2% |
| 1Y | +7.5% | -64.0% | +71.5% | +25.2% |
| 3Y | +30.8% | -36.4% | +67.2% | +34.2% |
| 5Y | +4.8% | -65.8% | +70.5% | +2.5% |
| All | +4.8% | -67.0% | +71.8% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling