+49.8%
LLY vs IYR
+5.4%
+44.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.5% |
| 7D | -3.2% | -2.8% | -0.3% | -1.4% |
| 30D | -7.4% | -2.5% | -4.9% | -5.9% |
| 3M | -1.0% | -3.0% | +1.9% | +1.0% |
| 6M | +12.5% | +1.6% | +10.9% | +11.3% |
| YTD | +5.0% | +7.3% | -2.3% | +0.9% |
| 1Y | +49.8% | +5.6% | +44.1% | +46.0% |
| All | +49.8% | +5.4% | +44.4% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling