+1,152.9%
RSP vs IYR
+521.4%
+631.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.3% | -1.2% | +0.9% | +0.4% |
| 30D | +4.4% | +6.1% | -1.7% | +0.9% |
| 3M | +1.3% | +0.9% | +0.3% | +0.7% |
| 6M | +10.0% | +1.2% | +8.8% | +9.0% |
| YTD | +17.6% | +11.1% | +6.5% | +10.2% |
| 1Y | +19.2% | +9.0% | +10.3% | +13.0% |
| 3Y | +66.0% | +41.4% | +24.6% | +34.4% |
| 5Y | +50.4% | +6.7% | +43.8% | +42.9% |
| 10Y | +215.7% | +87.7% | +128.0% | +117.1% |
| All | +1,152.9% | +521.4% | +631.5% | +298.1% |
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