+63.3%
MSFT vs IYR
+6.7%
+56.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.1% |
| 7D | -6.2% | -1.2% | -5.0% | -5.6% |
| 30D | -3.7% | +6.1% | -9.8% | -6.6% |
| 3M | +3.6% | +0.9% | +2.7% | +3.1% |
| 6M | +26.8% | +1.2% | +25.6% | +25.6% |
| YTD | +8.4% | +11.1% | -2.7% | +1.5% |
| 1Y | +3.3% | +9.0% | -5.7% | -2.3% |
| 3Y | +44.3% | +41.4% | +2.9% | +11.6% |
| 5Y | +63.3% | +6.7% | +56.7% | +59.7% |
| All | +63.3% | +6.7% | +56.6% | +59.7% |
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