+26.2%
MAR vs IYR
+8.4%
+17.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.8% |
| 7D | -4.2% | -1.2% | -2.9% | -3.1% |
| 30D | -6.7% | -2.9% | -3.8% | -4.3% |
| 3M | -12.5% | +0.8% | -13.3% | -13.5% |
| 6M | +0.6% | +1.9% | -1.3% | -1.9% |
| YTD | +9.1% | +9.6% | -0.5% | -0.5% |
| 1Y | +26.2% | +8.1% | +18.1% | +14.9% |
| All | +26.2% | +8.4% | +17.8% | +14.9% |
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