+763.1%
PM vs IYR
+223.4%
+539.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -4.9% | -1.2% | -3.6% | -4.4% |
| 30D | -3.4% | -2.9% | -0.5% | -2.3% |
| 3M | +5.2% | +0.8% | +4.3% | +4.9% |
| 6M | +3.7% | +1.9% | +1.9% | +3.1% |
| YTD | +15.8% | +9.6% | +6.1% | +12.0% |
| 1Y | +17.4% | +8.1% | +9.3% | +14.1% |
| 3Y | +116.9% | +29.2% | +87.7% | +96.5% |
| 5Y | +117.3% | +4.3% | +113.0% | +110.7% |
| 10Y | +193.8% | +64.7% | +129.1% | +142.7% |
| All | +763.1% | +223.4% | +539.7% | +493.1% |
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 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