+425.7%
META vs IYR
+86.8%
+338.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.1% |
| 7D | +5.7% | +2.3% | +3.4% | +4.2% |
| 30D | -10.8% | +7.4% | -18.1% | -15.0% |
| 3M | +8.4% | -0.7% | +9.1% | +8.8% |
| 6M | +5.4% | +1.6% | +3.7% | +3.9% |
| YTD | -2.6% | +11.6% | -14.2% | -10.0% |
| 1Y | +3.5% | +10.5% | -7.0% | -3.8% |
| 3Y | +102.0% | +43.4% | +58.6% | +52.7% |
| 5Y | +93.1% | +6.8% | +86.3% | +81.1% |
| 10Y | +425.7% | +86.0% | +339.7% | +262.6% |
| All | +425.7% | +86.8% | +338.9% | +262.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling