+1,085.6%
JNJ vs IYR
+699.9%
+385.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +4.3% | -2.5% | +6.8% | +5.0% |
| 3M | +16.5% | +1.5% | +15.0% | +16.1% |
| 6M | +13.1% | +3.9% | +9.3% | +12.0% |
| YTD | +32.1% | +9.5% | +22.6% | +28.8% |
| 1Y | +54.5% | +7.5% | +47.0% | +51.4% |
| 3Y | +82.5% | +30.8% | +51.7% | +68.8% |
| 5Y | +80.0% | +4.8% | +75.2% | +75.2% |
| 10Y | +195.7% | +64.3% | +131.3% | +152.0% |
| All | +1,085.6% | +699.9% | +385.7% | +506.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling