-24.1%
RKT vs IYR
+47.0%
-71.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -9.0% | +0.6% | -9.6% | -9.7% |
| 30D | +30.2% | +6.6% | +23.6% | +20.0% |
| 3M | -8.8% | -1.8% | -7.0% | -6.1% |
| 6M | -0.9% | +1.4% | -2.4% | -2.7% |
| YTD | -29.2% | +10.5% | -39.7% | -37.5% |
| 1Y | -20.1% | +10.6% | -30.7% | -29.4% |
| 3Y | +81.3% | +41.8% | +39.5% | +20.8% |
| 5Y | -6.6% | +6.0% | -12.6% | -14.4% |
| All | -24.1% | +47.0% | -71.1% | -51.3% |
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