+504.6%
NOW vs IYR
+86.8%
+417.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | -0.3% |
| 7D | -3.1% | +2.3% | -5.3% | -4.6% |
| 30D | -27.0% | +7.4% | -34.4% | -31.2% |
| 3M | -17.7% | -0.7% | -17.0% | -17.8% |
| 6M | +12.7% | +1.6% | +11.1% | +10.4% |
| YTD | -32.9% | +11.6% | -44.5% | -39.3% |
| 1Y | -40.4% | +10.5% | -50.9% | -45.7% |
| 3Y | -17.1% | +43.4% | -60.5% | -40.0% |
| 5Y | -25.7% | +6.8% | -32.5% | -31.1% |
| 10Y | +504.6% | +86.0% | +418.6% | +279.4% |
| All | +504.6% | +86.8% | +417.8% | +279.4% |
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