+1,381.0%
NET vs IYR
+36.7%
+1,344.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -5.0% |
| 7D | -16.4% | +6.9% | -23.3% | -20.8% |
| 30D | -25.8% | +10.2% | -36.1% | -31.6% |
| 3M | -11.5% | -0.3% | -11.2% | -11.7% |
| 6M | +18.9% | +3.6% | +15.3% | +14.2% |
| YTD | +35.2% | +12.5% | +22.7% | +20.7% |
| 1Y | +14.5% | +12.4% | +2.0% | +2.2% |
| 3Y | +313.8% | +39.8% | +274.0% | +203.6% |
| 5Y | +32.6% | +8.2% | +24.4% | +19.8% |
| All | +1,381.0% | +36.7% | +1,344.3% | +1,166.8% |
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