+7.4%
MELI vs IYR
+3.0%
+4.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.9% |
| 7D | -4.1% | -1.4% | -2.7% | -3.4% |
| 30D | +3.8% | -2.7% | +6.4% | +5.4% |
| 3M | +17.8% | -2.1% | +20.0% | +19.1% |
| 6M | +7.4% | +3.6% | +3.8% | +0.8% |
| All | +7.4% | +3.0% | +4.5% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling