+118.0%
NOK vs IYR
+8.4%
+109.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.4% |
| 7D | -1.8% | -1.2% | -0.5% | -2.1% |
| 30D | +4.7% | -2.9% | +7.6% | +3.6% |
| 3M | -39.7% | +0.8% | -40.5% | -39.9% |
| 6M | +23.1% | +1.9% | +21.2% | +19.3% |
| YTD | +55.0% | +9.6% | +45.4% | +57.5% |
| 1Y | +118.0% | +8.1% | +110.0% | +109.1% |
| All | +118.0% | +8.4% | +109.6% | +109.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling