-27.0%
RKT vs IYR
+42.7%
-69.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -0.5% |
| 7D | -7.2% | -2.8% | -4.4% | -3.5% |
| 30D | -7.9% | -2.5% | -5.4% | -4.5% |
| 3M | +5.2% | -3.0% | +8.1% | +9.3% |
| 6M | -14.9% | +1.6% | -16.5% | -16.2% |
| YTD | -31.9% | +7.3% | -39.2% | -37.6% |
| 1Y | -36.9% | +5.6% | -42.5% | -40.6% |
| 3Y | +35.7% | +28.1% | +7.6% | +2.9% |
| 5Y | -9.7% | +6.1% | -15.8% | -16.2% |
| All | -27.0% | +42.7% | -69.7% | -51.4% |
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 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