+1,628.2%
QLD vs IYR
+63.3%
+1,564.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +1.2% |
| 7D | +0.6% | -1.2% | +1.8% | +2.1% |
| 30D | -0.1% | -2.9% | +2.7% | +3.4% |
| 3M | -8.4% | +0.8% | -9.2% | -10.9% |
| 6M | +32.2% | +1.9% | +30.4% | +26.9% |
| YTD | +28.9% | +9.6% | +19.3% | +12.2% |
| 1Y | +43.8% | +8.1% | +35.7% | +26.9% |
| 3Y | +176.6% | +29.2% | +147.4% | +89.8% |
| 5Y | +121.6% | +4.3% | +117.3% | +113.6% |
| All | +1,628.2% | +63.3% | +1,564.9% | +950.6% |
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