+1,449.6%
NET vs IYR
+33.3%
+1,416.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.4% |
| 7D | -7.0% | -1.2% | -5.7% | -6.0% |
| 30D | -4.8% | -2.9% | -1.9% | -2.6% |
| 3M | +3.8% | +0.8% | +3.0% | +2.6% |
| 6M | +50.0% | +1.9% | +48.2% | +46.0% |
| YTD | +41.5% | +9.6% | +31.8% | +29.4% |
| 1Y | +32.8% | +8.1% | +24.7% | +22.7% |
| 3Y | +335.9% | +29.2% | +306.7% | +243.8% |
| 5Y | +113.8% | +4.3% | +109.5% | +98.7% |
| All | +1,449.6% | +33.3% | +1,416.3% | +1,258.3% |
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