+11.8%
NOW vs IYR
+29.8%
-17.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -5.0% |
| 7D | -6.1% | -0.4% | -5.7% | -5.9% |
| 30D | +7.5% | -2.5% | +10.0% | +8.6% |
| 3M | +17.5% | +1.5% | +16.1% | +17.2% |
| 6M | +7.9% | +3.9% | +4.1% | +5.8% |
| YTD | -12.4% | +9.5% | -21.9% | -16.6% |
| 1Y | -28.6% | +7.5% | -36.0% | -31.4% |
| 3Y | +11.8% | +30.8% | -19.0% | -4.2% |
| All | +11.8% | +29.8% | -17.9% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling