+84.7%
META vs IYR
+5.7%
+79.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | +3.1% | -0.1% | +3.2% | +3.2% |
| 30D | -18.2% | +5.7% | -23.9% | -21.7% |
| 3M | +7.8% | -0.6% | +8.4% | +8.2% |
| 6M | +3.6% | +0.5% | +3.1% | +2.8% |
| YTD | -5.3% | +10.4% | -15.7% | -13.0% |
| 1Y | +2.7% | +9.2% | -6.4% | -4.8% |
| 3Y | +91.5% | +40.5% | +51.0% | +35.6% |
| 5Y | +84.7% | +5.9% | +78.7% | +84.3% |
| All | +84.7% | +5.7% | +79.0% | +84.3% |
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