+433.8%
MAR vs IYR
+69.7%
+364.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.1% |
| 7D | -0.5% | -1.4% | +0.8% | +0.5% |
| 30D | -5.4% | -2.7% | -2.8% | -3.4% |
| 3M | -15.5% | -2.1% | -13.4% | -14.2% |
| 6M | +3.0% | +3.6% | -0.6% | 0.0% |
| YTD | +8.5% | +8.1% | +0.4% | +2.0% |
| 1Y | +26.0% | +4.7% | +21.2% | +21.4% |
| 3Y | +68.6% | +29.1% | +39.5% | +35.7% |
| 5Y | +157.4% | +6.9% | +150.5% | +139.9% |
| All | +433.8% | +69.7% | +364.1% | +249.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling