+55.8%
RSP vs IYR
+29.9%
+25.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | -0.8% | -1.2% | +0.5% | 0.0% |
| 30D | -0.3% | -2.9% | +2.5% | +1.4% |
| 3M | +4.3% | +0.8% | +3.4% | +3.5% |
| 6M | +8.8% | +1.9% | +7.0% | +7.2% |
| YTD | +15.3% | +9.6% | +5.6% | +8.3% |
| 1Y | +18.3% | +8.1% | +10.2% | +12.1% |
| All | +55.8% | +29.9% | +25.9% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling