+358.3%
SE vs IYR
+62.0%
+296.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.3% |
| 7D | -1.5% | -0.1% | -1.4% | -1.4% |
| 30D | -22.3% | +5.7% | -28.0% | -26.0% |
| 3M | -41.8% | -0.6% | -41.2% | -41.6% |
| 6M | -22.4% | +0.5% | -22.9% | -23.4% |
| YTD | -41.6% | +10.4% | -52.0% | -47.0% |
| 1Y | -48.0% | +9.2% | -57.2% | -52.4% |
| 3Y | +63.9% | +40.5% | +23.3% | +14.6% |
| 5Y | -78.2% | +5.9% | -84.1% | -79.4% |
| All | +358.3% | +62.0% | +296.3% | +202.4% |
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