+2,461.0%
MAR vs IYR
+700.6%
+1,760.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.7% |
| 7D | -4.2% | -1.2% | -2.9% | -3.3% |
| 30D | -6.7% | -2.9% | -3.8% | -4.7% |
| 3M | -12.5% | +0.8% | -13.3% | -13.2% |
| 6M | +0.6% | +1.9% | -1.3% | -0.8% |
| YTD | +9.1% | +9.6% | -0.5% | +2.0% |
| 1Y | +26.2% | +8.1% | +18.1% | +19.2% |
| 3Y | +68.2% | +29.2% | +39.0% | +37.8% |
| 5Y | +163.9% | +4.3% | +159.6% | +150.8% |
| 10Y | +420.6% | +64.7% | +355.9% | +253.1% |
| All | +2,461.0% | +700.6% | +1,760.4% | +329.6% |
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