+57.4%
MAR vs IYR
+12.4%
+45.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | -0.7% |
| 7D | +7.7% | +6.9% | +0.8% | +1.6% |
| 30D | +19.4% | +10.2% | +9.1% | +9.4% |
| 3M | +23.3% | -0.3% | +23.6% | +24.0% |
| 6M | +22.8% | +3.6% | +19.2% | +18.2% |
| YTD | +37.8% | +12.5% | +25.3% | +18.0% |
| 1Y | +57.4% | +12.4% | +44.9% | +35.2% |
| All | +57.4% | +12.4% | +45.0% | +35.2% |
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