+192.5%
JNJ vs IYR
+69.7%
+122.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -3.5% | -1.4% | -2.1% | -3.0% |
| 30D | +2.3% | -2.7% | +5.0% | +3.4% |
| 3M | +12.0% | -2.1% | +14.1% | +13.0% |
| 6M | +10.5% | +3.6% | +6.9% | +9.0% |
| YTD | +30.4% | +8.1% | +22.3% | +26.4% |
| 1Y | +52.1% | +4.7% | +47.4% | +49.2% |
| 3Y | +77.8% | +29.1% | +48.7% | +59.5% |
| 5Y | +82.9% | +6.9% | +76.0% | +75.0% |
| All | +192.5% | +69.7% | +122.8% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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