+568.6%
SE vs IYR
+58.9%
+509.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.1% |
| 7D | -3.6% | -0.9% | -2.7% | -2.8% |
| 30D | -5.3% | -2.4% | -2.9% | -3.4% |
| 3M | +28.1% | -2.0% | +30.1% | +29.6% |
| 6M | +20.7% | +2.5% | +18.2% | +17.3% |
| YTD | -14.8% | +8.3% | -23.1% | -21.3% |
| 1Y | -43.6% | +6.5% | -50.0% | -47.3% |
| 3Y | +184.2% | +29.3% | +154.9% | +115.0% |
| 5Y | -66.3% | +5.7% | -72.0% | -68.0% |
| All | +568.6% | +58.9% | +509.7% | +349.1% |
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 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