+10.4%
MMM vs IYR
+8.4%
+2.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.7% |
| 7D | -3.3% | -1.2% | -2.1% | -2.4% |
| 30D | -7.0% | -2.9% | -4.2% | -5.0% |
| 3M | +10.8% | +0.8% | +10.0% | +9.6% |
| 6M | +5.8% | +1.9% | +3.9% | +3.7% |
| YTD | +6.8% | +9.6% | -2.9% | -1.6% |
| 1Y | +10.4% | +8.1% | +2.3% | +1.8% |
| All | +10.4% | +8.4% | +2.0% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling