-22.2%
RKT vs IYR
+45.8%
-68.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.2% |
| 7D | +2.1% | -1.2% | +3.4% | +3.9% |
| 30D | +1.4% | -2.9% | +4.3% | +5.6% |
| 3M | +6.3% | +0.8% | +5.4% | +4.8% |
| 6M | -15.5% | +1.9% | -17.3% | -16.9% |
| YTD | -27.4% | +9.6% | -37.0% | -35.4% |
| 1Y | -26.6% | +8.1% | -34.7% | -33.1% |
| 3Y | +41.2% | +29.2% | +12.0% | +5.7% |
| 5Y | -6.4% | +4.3% | -10.7% | -13.0% |
| All | -22.2% | +45.8% | -68.0% | -49.7% |
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