+176.1%
QLD vs IYR
+29.6%
+146.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.9% |
| 7D | +0.6% | -1.2% | +1.8% | +1.6% |
| 30D | -0.1% | -2.9% | +2.7% | +2.2% |
| 3M | -8.4% | +0.8% | -9.2% | -10.2% |
| 6M | +32.2% | +1.9% | +30.4% | +28.2% |
| YTD | +28.9% | +9.6% | +19.3% | +16.5% |
| 1Y | +43.8% | +8.1% | +35.7% | +31.4% |
| All | +176.1% | +29.6% | +146.5% | +111.8% |
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