+112.5%
NET vs IYR
+4.5%
+108.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.0% |
| 7D | -7.0% | -1.2% | -5.7% | -5.4% |
| 30D | -4.8% | -2.9% | -1.9% | -1.3% |
| 3M | +3.8% | +0.8% | +3.0% | +1.7% |
| 6M | +50.0% | +1.9% | +48.2% | +42.8% |
| YTD | +41.5% | +9.6% | +31.8% | +21.1% |
| 1Y | +32.8% | +8.1% | +24.7% | +15.3% |
| 3Y | +335.9% | +29.2% | +306.7% | +168.5% |
| All | +112.5% | +4.5% | +108.0% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling