+52.1%
JNJ vs IYR
+6.2%
+45.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -3.5% | -1.4% | -2.1% | -2.9% |
| 30D | +2.3% | -2.7% | +5.0% | +3.7% |
| 3M | +12.0% | -2.1% | +14.1% | +13.3% |
| 6M | +10.5% | +3.6% | +6.9% | +10.0% |
| YTD | +30.4% | +8.1% | +22.3% | +27.6% |
| 1Y | +52.1% | +4.7% | +47.4% | +53.2% |
| All | +52.1% | +6.2% | +45.9% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling