+182.2%
SAP vs IYR
+67.0%
+115.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -0.3% | -0.4% | +0.1% | 0.0% |
| 30D | +2.6% | -2.5% | +5.1% | +4.2% |
| 3M | +16.3% | +1.5% | +14.8% | +15.4% |
| 6M | +6.4% | +3.9% | +2.5% | +3.9% |
| YTD | -11.4% | +9.5% | -21.0% | -16.5% |
| 1Y | -20.4% | +7.5% | -27.9% | -24.1% |
| 3Y | +56.5% | +30.8% | +25.7% | +30.1% |
| 5Y | +56.8% | +4.8% | +52.0% | +49.1% |
| All | +182.2% | +67.0% | +115.2% | +99.2% |
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