+1,101.8%
NBIS vs IYR
+3.6%
+1,098.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +17.8% | -0.9% | +18.7% | +17.9% |
| 30D | +30.5% | -2.4% | +32.9% | +31.0% |
| 3M | +9.2% | -2.0% | +11.2% | +8.3% |
| 6M | +153.2% | +2.5% | +150.7% | +141.9% |
| YTD | +187.1% | +8.3% | +178.8% | +165.6% |
| 1Y | +151.1% | +6.5% | +144.6% | +134.1% |
| All | +1,101.8% | +3.6% | +1,098.1% | +897.4% |
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 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