+1,511.3%
META vs IYR
+166.6%
+1,344.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | -0.8% | +2.0% | -2.8% | -2.1% |
| 30D | -15.4% | +8.2% | -23.6% | -19.8% |
| 3M | +3.5% | -1.7% | +5.3% | +4.5% |
| 6M | -0.3% | -0.4% | +0.1% | -0.4% |
| YTD | -7.3% | +9.9% | -17.2% | -13.4% |
| 1Y | -1.1% | +10.4% | -11.5% | -7.9% |
| 3Y | +95.1% | +38.4% | +56.6% | +52.4% |
| 5Y | +80.6% | +5.2% | +75.4% | +71.5% |
| 10Y | +410.1% | +83.8% | +326.3% | +238.8% |
| All | +1,511.3% | +166.6% | +1,344.7% | +836.4% |
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