+327.1%
NET vs IYR
+29.6%
+297.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.5% |
| 7D | -7.0% | -1.2% | -5.7% | -6.2% |
| 30D | -4.8% | -2.9% | -1.9% | -3.0% |
| 3M | +3.8% | +0.8% | +3.0% | +2.8% |
| 6M | +50.0% | +1.9% | +48.2% | +46.3% |
| YTD | +41.5% | +9.6% | +31.8% | +29.6% |
| 1Y | +32.8% | +8.1% | +24.7% | +22.9% |
| All | +327.1% | +29.6% | +297.4% | +217.9% |
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