+13.7%
IYR vs ZYBT
-58.9%
+72.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.8% |
| 7D | -1.4% | -3.7% | +2.4% | -1.4% |
| 30D | -2.7% | 0.0% | -2.7% | -2.7% |
| 3M | -2.1% | +72.2% | -74.4% | -1.8% |
| 6M | +3.6% | +103.1% | -99.6% | +3.7% |
| YTD | +8.1% | +34.8% | -26.6% | +8.5% |
| 1Y | +4.7% | -83.2% | +87.9% | +6.7% |
| All | +13.7% | -58.9% | +72.6% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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