+42.2%
LLY vs IYR
+9.7%
+32.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +6.7% | +0.6% | +6.1% | +6.3% |
| 30D | +19.6% | +6.6% | +13.0% | +14.4% |
| 3M | +19.7% | -1.8% | +21.5% | +21.2% |
| 6M | +42.7% | +1.4% | +41.3% | +41.2% |
| YTD | +35.1% | +10.5% | +24.6% | +24.6% |
| 1Y | +42.2% | +10.6% | +31.6% | +31.1% |
| All | +42.2% | +9.7% | +32.4% | +31.1% |
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