+3,177.5%
LLY vs IYR
+714.7%
+2,462.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.7% | +3.7% |
| 7D | +0.1% | +2.3% | -2.2% | -0.8% |
| 30D | +19.7% | +7.4% | +12.4% | +16.7% |
| 3M | +19.3% | -0.7% | +20.0% | +19.6% |
| 6M | +49.3% | +1.6% | +47.7% | +48.4% |
| YTD | +32.0% | +11.6% | +20.5% | +26.7% |
| 1Y | +53.7% | +10.5% | +43.2% | +48.1% |
| 3Y | +143.7% | +43.4% | +100.4% | +112.2% |
| 5Y | +463.9% | +6.8% | +457.1% | +442.0% |
| 10Y | +2,006.3% | +86.0% | +1,920.4% | +1,525.0% |
| All | +3,177.5% | +714.7% | +2,462.8% | +1,063.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling