+1,580.3%
LLY vs IYR
+65.1%
+1,515.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -3.1% | -0.9% | -2.2% | -2.7% |
| 30D | -8.6% | -2.4% | -6.3% | -7.6% |
| 3M | -1.6% | -2.0% | +0.4% | -0.7% |
| 6M | +11.8% | +2.5% | +9.4% | +10.6% |
| YTD | +5.1% | +8.3% | -3.2% | +1.4% |
| 1Y | +50.7% | +6.5% | +44.3% | +46.4% |
| 3Y | +95.7% | +29.3% | +66.4% | +73.6% |
| 5Y | +390.2% | +5.7% | +384.5% | +372.1% |
| 10Y | +1,580.3% | +69.2% | +1,511.1% | +1,203.3% |
| All | +1,580.3% | +65.1% | +1,515.2% | +1,203.3% |
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