+51.2%
MSFT vs IYR
+29.8%
+21.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | -1.0% | -2.5% | +1.5% | -0.5% |
| 3M | +20.2% | +1.5% | +18.7% | +19.6% |
| 6M | +21.3% | +3.9% | +17.4% | +19.7% |
| YTD | +2.8% | +9.5% | -6.7% | 0.0% |
| 1Y | 0.0% | +7.5% | -7.5% | -2.4% |
| 3Y | +51.2% | +30.8% | +20.4% | +44.2% |
| All | +51.2% | +29.8% | +21.5% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling