+2,024.1%
LLY vs IYR
+86.1%
+1,938.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +1.6% | +2.1% | -0.5% | +0.7% |
| 30D | +21.5% | +7.2% | +14.3% | +17.7% |
| 3M | +16.4% | +0.4% | +16.0% | +16.3% |
| 6M | +51.5% | +1.4% | +50.0% | +50.5% |
| YTD | +33.9% | +11.3% | +22.6% | +27.5% |
| 1Y | +49.1% | +10.5% | +38.6% | +42.4% |
| 3Y | +144.6% | +41.7% | +102.9% | +107.9% |
| 5Y | +466.3% | +7.1% | +459.2% | +442.5% |
| 10Y | +2,024.1% | +89.1% | +1,935.1% | +1,423.7% |
| All | +2,024.1% | +86.1% | +1,938.0% | +1,423.7% |
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