+213.2%
RSP vs IYR
+86.1%
+127.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +0.7% | +2.1% | -1.4% | -0.8% |
| 30D | +3.7% | +7.2% | -3.5% | -1.4% |
| 3M | +0.7% | +0.4% | +0.3% | +0.3% |
| 6M | +9.0% | +1.4% | +7.6% | +7.5% |
| YTD | +16.7% | +11.3% | +5.3% | +7.3% |
| 1Y | +19.0% | +10.5% | +8.5% | +10.0% |
| 3Y | +64.7% | +41.7% | +23.0% | +25.4% |
| 5Y | +49.6% | +7.1% | +42.5% | +39.3% |
| 10Y | +213.2% | +89.1% | +124.1% | +101.6% |
| All | +213.2% | +86.1% | +127.1% | +101.6% |
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