+1,542.6%
QLD vs IYR
+87.2%
+1,455.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.1% |
| 7D | +12.5% | -0.1% | +12.6% | +12.7% |
| 30D | -15.7% | +5.7% | -21.4% | -21.5% |
| 3M | -11.9% | -0.6% | -11.3% | -11.6% |
| 6M | -10.3% | +0.5% | -10.8% | -12.8% |
| YTD | +15.6% | +10.4% | +5.2% | -0.7% |
| 1Y | +12.1% | +9.2% | +2.9% | -2.3% |
| 3Y | +150.7% | +40.5% | +110.1% | +53.0% |
| 5Y | +86.6% | +5.9% | +80.7% | +75.9% |
| All | +1,542.6% | +87.2% | +1,455.4% | +791.2% |
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