-26.4%
NOW vs IYR
+5.0%
-31.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | -3.0% | +2.0% | -5.0% | -4.4% |
| 30D | -26.0% | +8.2% | -34.3% | -31.0% |
| 3M | -13.1% | -1.7% | -11.4% | -12.4% |
| 6M | +14.5% | -0.4% | +14.9% | +13.9% |
| YTD | -33.4% | +9.9% | -43.3% | -39.8% |
| 1Y | -40.6% | +10.4% | -51.1% | -46.6% |
| 3Y | -16.3% | +38.4% | -54.8% | -42.5% |
| All | -26.4% | +5.0% | -31.3% | -26.3% |
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