-81.2%
PATH vs IYR
+19.7%
-100.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.6% |
| 7D | -5.3% | +2.0% | -7.3% | -7.3% |
| 30D | -0.5% | +8.2% | -8.8% | -8.9% |
| 3M | -7.1% | -1.7% | -5.4% | -5.5% |
| 6M | +23.8% | -0.4% | +24.2% | +23.2% |
| YTD | -20.7% | +9.9% | -30.6% | -30.6% |
| 1Y | -8.1% | +10.4% | -18.5% | -20.1% |
| 3Y | -21.8% | +38.4% | -60.3% | -50.3% |
| 5Y | -76.8% | +5.2% | -82.1% | -79.4% |
| All | -81.2% | +19.7% | -100.8% | -83.3% |
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 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