-1.6%
MA vs IYR
+7.6%
-9.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -1.8% | -0.4% | -1.4% | -1.6% |
| 30D | +1.4% | -2.5% | +3.9% | +2.4% |
| 3M | +17.7% | +1.5% | +16.3% | +17.2% |
| 6M | +9.7% | +3.9% | +5.8% | +7.7% |
| YTD | +0.5% | +9.5% | -9.0% | -4.3% |
| All | -1.6% | +7.6% | -9.3% | -5.9% |
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 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