-48.8%
SE vs IYR
+12.4%
-61.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.3% | +3.6% |
| 7D | +6.7% | +6.9% | -0.3% | +5.1% |
| 30D | -17.2% | +10.2% | -27.4% | -18.9% |
| 3M | -28.0% | -0.3% | -27.7% | -28.0% |
| 6M | -6.1% | +3.6% | -9.7% | -7.8% |
| YTD | -37.1% | +12.5% | -49.6% | -39.3% |
| 1Y | -48.8% | +12.4% | -61.2% | -50.5% |
| All | -48.8% | +12.4% | -61.2% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling