+115.1%
NOK vs IYR
+6.0%
+109.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.3% |
| 7D | +11.0% | -1.4% | +12.3% | +11.9% |
| 30D | +7.8% | -2.7% | +10.5% | +9.6% |
| 3M | -21.0% | -2.1% | -18.9% | -20.6% |
| 6M | +40.9% | +3.6% | +37.3% | +36.2% |
| YTD | +72.0% | +8.1% | +63.9% | +61.3% |
| 1Y | +140.9% | +4.7% | +136.2% | +130.1% |
| 3Y | +194.3% | +29.1% | +165.1% | +137.7% |
| All | +115.1% | +6.0% | +109.1% | +98.2% |
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