+143.7%
LLY vs IYR
+40.6%
+103.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.7% | +3.5% |
| 7D | +0.1% | +2.3% | -2.2% | -1.0% |
| 30D | +19.7% | +7.4% | +12.4% | +15.6% |
| 3M | +19.3% | -0.7% | +20.0% | +19.6% |
| 6M | +49.3% | +1.6% | +47.7% | +48.1% |
| YTD | +32.0% | +11.6% | +20.5% | +25.4% |
| 1Y | +53.7% | +10.5% | +43.2% | +46.6% |
| 3Y | +143.7% | +43.4% | +100.4% | +137.1% |
| All | +143.7% | +40.6% | +103.1% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling