+18,470.1%
ORLY vs IYR
+690.9%
+17,779.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | -1.0% | -0.9% | -0.1% | -0.6% |
| 30D | -6.7% | -2.4% | -4.3% | -5.7% |
| 3M | -3.8% | -2.0% | -1.8% | -2.9% |
| 6M | -9.0% | +2.5% | -11.5% | -10.0% |
| YTD | -5.6% | +8.3% | -13.9% | -9.1% |
| 1Y | -19.5% | +6.5% | -25.9% | -21.8% |
| 3Y | +34.7% | +29.3% | +5.4% | +18.2% |
| 5Y | +118.0% | +5.7% | +112.4% | +107.2% |
| 10Y | +364.1% | +69.2% | +294.9% | +252.9% |
| All | +18,470.1% | +690.9% | +17,779.1% | +5,991.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling