-21.8%
PATH vs IYR
+37.4%
-59.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -2.4% |
| 7D | -5.6% | +2.8% | -8.4% | -7.5% |
| 30D | -0.7% | +7.3% | -8.0% | -5.9% |
| 3M | -5.9% | -2.0% | -3.8% | -4.4% |
| 6M | +21.6% | +1.5% | +20.1% | +19.7% |
| YTD | -20.6% | +10.5% | -31.2% | -28.5% |
| 1Y | -10.6% | +10.5% | -21.1% | -19.5% |
| All | -21.8% | +37.4% | -59.2% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling