-44.2%
SE vs IYR
+5.4%
-49.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -4.8% | -2.8% | -2.0% | -4.4% |
| 30D | -18.1% | -2.5% | -15.6% | -17.7% |
| 3M | +30.6% | -3.0% | +33.6% | +30.9% |
| 6M | +20.8% | +1.6% | +19.1% | +17.4% |
| YTD | -15.6% | +7.3% | -22.9% | -16.8% |
| 1Y | -44.2% | +5.6% | -49.8% | -44.7% |
| All | -44.2% | +5.4% | -49.6% | -44.7% |
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