+154.9%
MAR vs IYR
+5.5%
+149.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.6% |
| 7D | -0.5% | -0.9% | +0.4% | +0.1% |
| 30D | -4.7% | -2.4% | -2.3% | -3.1% |
| 3M | -15.6% | -2.0% | -13.6% | -14.5% |
| 6M | +1.2% | +2.5% | -1.3% | -0.6% |
| YTD | +7.5% | +8.3% | -0.8% | +1.7% |
| 1Y | +26.6% | +6.5% | +20.2% | +21.2% |
| 3Y | +66.0% | +29.3% | +36.6% | +37.5% |
| All | +154.9% | +5.5% | +149.4% | +151.1% |
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