+89.9%
IYR vs Z
+25.1%
+64.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -1.2% | -3.0% | +1.8% | -0.8% |
| 30D | -2.9% | -4.2% | +1.3% | -2.4% |
| 3M | +0.8% | -3.7% | +4.5% | +0.9% |
| 6M | +1.9% | -24.5% | +26.4% | +5.4% |
| YTD | +9.6% | -49.3% | +58.9% | +20.0% |
| 1Y | +8.1% | -58.7% | +66.8% | +21.7% |
| 3Y | +29.2% | -34.1% | +63.3% | +32.0% |
| 5Y | +4.3% | -64.5% | +68.8% | +10.6% |
| 10Y | +64.7% | -0.5% | +65.2% | +36.2% |
| All | +89.9% | +25.1% | +64.8% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling