-9.7%
RKT vs IYR
+4.2%
-13.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.6% | -1.1% |
| 7D | -1.0% | -0.9% | 0.0% | +0.4% |
| 30D | -2.4% | -2.4% | 0.0% | +1.2% |
| 3M | +1.9% | -2.0% | +3.9% | +4.6% |
| 6M | -13.9% | +2.5% | -16.3% | -16.3% |
| YTD | -30.6% | +8.3% | -38.9% | -37.8% |
| 1Y | -34.4% | +6.5% | -40.8% | -39.3% |
| 3Y | +38.2% | +29.3% | +8.9% | +0.4% |
| 5Y | -9.7% | +5.7% | -15.3% | -20.3% |
| All | -9.7% | +4.2% | -13.9% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling