+361.0%
ORLY vs IYR
+69.7%
+291.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | -2.4% | -1.4% | -1.0% | -1.6% |
| 30D | -6.8% | -2.7% | -4.1% | -5.4% |
| 3M | -4.8% | -2.1% | -2.6% | -3.6% |
| 6M | -9.1% | +3.6% | -12.7% | -10.8% |
| YTD | -5.9% | +8.1% | -14.0% | -9.9% |
| 1Y | -20.4% | +4.7% | -25.1% | -22.5% |
| 3Y | +36.6% | +29.1% | +7.5% | +16.1% |
| 5Y | +117.3% | +6.9% | +110.4% | +104.0% |
| All | +361.0% | +69.7% | +291.3% | +208.1% |
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