+183.5%
MAR vs IYR
+6.0%
+177.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +1.6% | +0.6% | +1.0% | +1.2% |
| 30D | +13.8% | +6.6% | +7.3% | +8.8% |
| 3M | +20.3% | -1.8% | +22.1% | +21.8% |
| 6M | +21.3% | +1.4% | +19.9% | +19.8% |
| YTD | +37.2% | +10.5% | +26.7% | +27.7% |
| 1Y | +48.4% | +10.6% | +37.8% | +38.2% |
| 3Y | +120.1% | +41.8% | +78.3% | +70.1% |
| All | +183.5% | +6.0% | +177.5% | +182.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling