+3,120.4%
MAR vs IYR
+707.1%
+2,413.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| 3M | +20.3% | -1.8% | +22.1% | +21.8% |
| 6M | +21.3% | +1.4% | +19.9% | +19.7% |
| YTD | +37.2% | +10.5% | +26.7% | +27.4% |
| 1Y | +48.4% | +10.6% | +37.8% | +37.9% |
| 3Y | +120.1% | +41.8% | +78.3% | +68.8% |
| 5Y | +182.1% | +6.0% | +176.0% | +165.0% |
| 10Y | +530.2% | +86.7% | +443.5% | +291.5% |
| All | +3,120.4% | +707.1% | +2,413.3% | +436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling