-31.5%
RIVN vs IYR
+29.0%
-60.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.0% |
| 7D | +1.8% | -1.4% | +3.2% | +3.3% |
| 30D | +0.6% | -2.7% | +3.3% | +3.6% |
| 3M | +3.2% | -2.1% | +5.3% | +4.3% |
| 6M | -3.7% | +3.6% | -7.3% | -10.0% |
| YTD | -18.7% | +8.1% | -26.8% | -28.0% |
| 1Y | +14.7% | +4.7% | +10.0% | +5.5% |
| 3Y | -31.5% | +29.1% | -60.6% | -52.4% |
| All | -31.5% | +29.0% | -60.5% | -52.4% |
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 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