+1,127.7%
RSP vs IYR
+513.0%
+614.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -0.8% | -1.2% | +0.5% | 0.0% |
| 30D | -0.3% | -2.9% | +2.5% | +1.3% |
| 3M | +4.3% | +0.8% | +3.4% | +3.6% |
| 6M | +8.8% | +1.9% | +7.0% | +7.4% |
| YTD | +15.3% | +9.6% | +5.6% | +8.9% |
| 1Y | +18.3% | +8.1% | +10.2% | +12.6% |
| 3Y | +52.8% | +29.2% | +23.6% | +30.3% |
| 5Y | +51.7% | +4.3% | +47.4% | +46.0% |
| 10Y | +208.5% | +64.7% | +143.8% | +127.6% |
| All | +1,127.7% | +513.0% | +614.7% | +293.3% |
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 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