-80.8%
PATH vs IYR
+20.4%
-101.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +2.1% | +0.6% | +1.5% | +1.4% |
| 30D | +1.6% | +6.6% | -4.9% | -5.4% |
| 3M | -20.4% | -1.8% | -18.6% | -19.0% |
| 6M | +40.1% | +1.4% | +38.7% | +36.6% |
| YTD | -19.0% | +10.5% | -29.6% | -29.6% |
| 1Y | -5.8% | +10.6% | -16.5% | -18.3% |
| 3Y | -22.9% | +41.8% | -64.8% | -52.5% |
| 5Y | -75.3% | +6.0% | -81.3% | -78.1% |
| All | -80.8% | +20.4% | -101.2% | -83.0% |
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