+1,143.3%
RSP vs IYR
+523.9%
+619.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.7% | +1.4% |
| 7D | +0.4% | +2.3% | -1.8% | -0.9% |
| 30D | +3.7% | +7.4% | -3.7% | -0.5% |
| 3M | +0.8% | -0.7% | +1.5% | +1.1% |
| 6M | +9.1% | +1.6% | +7.4% | +7.8% |
| YTD | +16.7% | +11.6% | +5.2% | +9.1% |
| 1Y | +19.7% | +10.5% | +9.2% | +12.5% |
| 3Y | +66.7% | +43.4% | +23.3% | +33.9% |
| 5Y | +48.7% | +6.8% | +41.9% | +41.1% |
| 10Y | +215.6% | +86.0% | +129.6% | +118.0% |
| All | +1,143.3% | +523.9% | +619.5% | +294.1% |
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