+5,102.4%
MO vs IYR
+690.9%
+4,411.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | +3.6% | -2.4% | +5.9% | +4.3% |
| 3M | -3.7% | -2.0% | -1.7% | -3.1% |
| 6M | +4.5% | +2.5% | +2.0% | +3.8% |
| YTD | +21.5% | +8.3% | +13.2% | +18.7% |
| 1Y | +9.5% | +6.5% | +3.1% | +7.5% |
| 3Y | +93.6% | +29.3% | +64.2% | +78.5% |
| 5Y | +97.5% | +5.7% | +91.8% | +91.3% |
| 10Y | +111.2% | +69.2% | +41.9% | +79.1% |
| All | +5,102.4% | +690.9% | +4,411.5% | +3,969.4% |
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