+1,022.8%
NBIS vs IYR
+3.5%
+1,019.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.7% |
| 7D | -0.8% | -1.4% | +0.5% | -0.6% |
| 30D | -13.4% | -2.7% | -10.7% | -13.0% |
| 3M | +1.0% | -2.1% | +3.2% | +0.2% |
| 6M | +100.5% | +3.6% | +96.9% | +90.3% |
| YTD | +168.3% | +8.1% | +160.1% | +148.3% |
| 1Y | +151.8% | +4.7% | +147.0% | +137.6% |
| All | +1,022.8% | +3.5% | +1,019.3% | +832.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling