+2,134.4%
MSFT vs IYR
+700.6%
+1,433.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -2.7% | -1.2% | -1.4% | -2.1% |
| 30D | +2.7% | -2.9% | +5.6% | +4.1% |
| 3M | +17.0% | +0.8% | +16.1% | +16.3% |
| 6M | +23.8% | +1.9% | +22.0% | +22.2% |
| YTD | +4.0% | +9.6% | -5.6% | -1.2% |
| 1Y | -0.8% | +8.1% | -8.9% | -5.3% |
| 3Y | +55.6% | +29.2% | +26.4% | +34.1% |
| 5Y | +72.9% | +4.3% | +68.6% | +65.9% |
| 10Y | +875.8% | +64.7% | +811.1% | +648.7% |
| All | +2,134.4% | +700.6% | +1,433.8% | +482.8% |
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 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