+2,671.2%
LOW vs IYR
+699.9%
+1,971.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +0.4% | -0.4% | +0.8% | +0.6% |
| 30D | -10.1% | -2.5% | -7.6% | -8.6% |
| 3M | -2.9% | +1.5% | -4.3% | -3.7% |
| 6M | -19.4% | +3.9% | -23.3% | -21.1% |
| YTD | -15.4% | +9.5% | -25.0% | -20.0% |
| 1Y | -24.9% | +7.5% | -32.4% | -28.1% |
| 3Y | -7.8% | +30.8% | -38.6% | -21.8% |
| 5Y | +8.4% | +4.8% | +3.6% | +5.1% |
| 10Y | +226.8% | +64.3% | +162.5% | +143.6% |
| All | +2,671.2% | +699.9% | +1,971.3% | +389.9% |
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