-64.7%
NOK vs IYR
+699.9%
-764.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | +7.3% | -0.4% | +7.6% | +7.5% |
| 30D | +13.8% | -2.5% | +16.3% | +15.4% |
| 3M | -27.0% | +1.5% | -28.5% | -28.1% |
| 6M | +37.6% | +3.9% | +33.7% | +33.6% |
| YTD | +64.6% | +9.5% | +55.1% | +54.8% |
| 1Y | +132.0% | +7.5% | +124.6% | +120.1% |
| 3Y | +183.7% | +30.8% | +152.9% | +138.3% |
| 5Y | +101.3% | +4.8% | +96.5% | +91.7% |
| 10Y | +122.4% | +64.3% | +58.1% | +60.3% |
| All | -64.7% | +699.9% | -764.5% | -94.0% |
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