+1,179.2%
MU vs IYR
+700.6%
+478.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.7% |
| 7D | +9.0% | -1.2% | +10.2% | +10.0% |
| 30D | +13.8% | -2.9% | +16.7% | +16.3% |
| 3M | +2.1% | +0.8% | +1.2% | -0.1% |
| 6M | +153.8% | +1.9% | +152.0% | +146.0% |
| YTD | +256.4% | +9.6% | +246.8% | +224.9% |
| 1Y | +719.8% | +8.1% | +711.7% | +654.9% |
| 3Y | +1,360.4% | +29.2% | +1,331.2% | +1,056.2% |
| 5Y | +1,312.4% | +4.3% | +1,308.1% | +1,220.6% |
| 10Y | +6,142.6% | +64.7% | +6,077.9% | +3,936.3% |
| All | +1,179.2% | +700.6% | +478.6% | +149.7% |
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 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