+790.0%
NOW vs IYR
+63.0%
+726.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -4.9% |
| 7D | -6.1% | -0.4% | -5.7% | -5.7% |
| 30D | +7.5% | -2.5% | +10.0% | +9.5% |
| 3M | +17.5% | +1.5% | +16.1% | +16.4% |
| 6M | +7.9% | +3.9% | +4.1% | +4.2% |
| YTD | -12.4% | +9.5% | -21.9% | -19.1% |
| 1Y | -28.6% | +7.5% | -36.0% | -33.2% |
| 3Y | +11.8% | +30.8% | -19.0% | -12.1% |
| 5Y | +2.6% | +4.8% | -2.2% | -2.8% |
| 10Y | +790.0% | +64.3% | +725.7% | +525.2% |
| All | +790.0% | +63.0% | +726.9% | +525.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling