+9,127.5%
QLD vs IYR
+205.3%
+8,922.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +1.0% |
| 7D | +0.6% | -1.2% | +1.8% | +1.8% |
| 30D | -0.1% | -2.9% | +2.7% | +2.7% |
| 3M | -8.4% | +0.8% | -9.2% | -10.3% |
| 6M | +32.2% | +1.9% | +30.4% | +28.3% |
| YTD | +28.9% | +9.6% | +19.3% | +16.0% |
| 1Y | +43.8% | +8.1% | +35.7% | +30.9% |
| 3Y | +176.6% | +29.2% | +147.4% | +110.2% |
| 5Y | +121.6% | +4.3% | +117.3% | +120.4% |
| 10Y | +1,652.9% | +64.7% | +1,588.2% | +1,105.6% |
| All | +9,127.5% | +205.3% | +8,922.2% | +3,594.4% |
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