-80.4%
PATH vs IYR
+22.5%
-102.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | -0.5% |
| 7D | -4.8% | +6.9% | -11.7% | -11.6% |
| 30D | +2.7% | +10.2% | -7.6% | -7.9% |
| 3M | -4.2% | -0.3% | -3.9% | -4.1% |
| 6M | +24.7% | +3.6% | +21.1% | +18.8% |
| YTD | -17.6% | +12.5% | -30.0% | -29.7% |
| 1Y | -5.3% | +12.4% | -17.8% | -19.2% |
| 3Y | -22.0% | +39.8% | -61.8% | -50.8% |
| 5Y | -76.5% | +8.2% | -84.7% | -79.6% |
| All | -80.4% | +22.5% | -102.9% | -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 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