+2,242.5%
MSFT vs IYR
+707.1%
+1,535.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | -1.8% | +6.6% | -8.4% | -4.8% |
| 3M | +5.6% | -1.8% | +7.5% | +6.6% |
| 6M | +29.8% | +1.4% | +28.4% | +28.5% |
| YTD | +9.0% | +10.5% | -1.5% | +3.2% |
| 1Y | +4.9% | +10.6% | -5.7% | -0.8% |
| 3Y | +46.2% | +41.8% | +4.4% | +20.6% |
| 5Y | +62.1% | +6.0% | +56.1% | +54.3% |
| 10Y | +899.6% | +86.7% | +812.9% | +625.8% |
| All | +2,242.5% | +707.1% | +1,535.3% | +508.5% |
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