+2,080.1%
LLY vs IYR
+87.3%
+1,992.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +6.7% | +0.6% | +6.1% | +6.5% |
| 30D | +19.6% | +6.6% | +13.0% | +16.2% |
| 3M | +19.7% | -1.8% | +21.5% | +20.8% |
| 6M | +42.7% | +1.4% | +41.3% | +41.8% |
| YTD | +35.1% | +10.5% | +24.6% | +29.1% |
| 1Y | +42.2% | +10.6% | +31.6% | +35.8% |
| 3Y | +140.8% | +41.8% | +99.0% | +104.5% |
| 5Y | +480.6% | +6.0% | +474.5% | +458.8% |
| All | +2,080.1% | +87.3% | +1,992.8% | +1,475.3% |
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 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