+265.1%
MU vs IYR
+12.4%
+252.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.1% | -10.1% | -3.9% |
| 7D | -19.1% | +6.9% | -26.0% | -13.6% |
| 30D | -25.2% | +10.2% | -35.5% | -18.1% |
| 3M | -10.9% | -0.3% | -10.6% | -9.7% |
| 6M | +38.0% | +3.6% | +34.4% | +43.7% |
| YTD | +178.8% | +12.5% | +166.4% | +185.9% |
| 1Y | +265.1% | +12.4% | +252.7% | +274.4% |
| All | +265.1% | +12.4% | +252.8% | +274.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling