+102.7%
MO vs IYR
+6.0%
+96.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +0.1% | -1.4% | +1.5% | +0.6% |
| 30D | +7.1% | -2.7% | +9.8% | +8.1% |
| 3M | -2.0% | -2.1% | +0.2% | -1.1% |
| 6M | +7.3% | +3.6% | +3.7% | +6.3% |
| YTD | +23.5% | +8.1% | +15.3% | +20.7% |
| 1Y | +11.0% | +4.7% | +6.3% | +9.5% |
| 3Y | +95.0% | +29.1% | +65.9% | +79.6% |
| All | +102.7% | +6.0% | +96.7% | +93.7% |
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