+83.4%
JNJ vs IYR
+4.5%
+78.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | 0.0% |
| 7D | -4.3% | -2.8% | -1.5% | -3.4% |
| 30D | +3.0% | -2.5% | +5.6% | +3.9% |
| 3M | +12.2% | -3.0% | +15.2% | +13.4% |
| 6M | +10.5% | +1.6% | +8.8% | +10.0% |
| YTD | +30.8% | +7.3% | +23.5% | +28.0% |
| 1Y | +54.9% | +5.6% | +49.3% | +52.3% |
| 3Y | +80.7% | +28.1% | +52.5% | +67.7% |
| 5Y | +83.4% | +6.1% | +77.3% | +79.5% |
| All | +83.4% | +4.5% | +78.9% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling