+589.4%
SE vs IYR
+60.8%
+528.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | -6.1% | -1.2% | -4.8% | -5.0% |
| 30D | -2.5% | -2.9% | +0.4% | -0.1% |
| 3M | +21.7% | +0.8% | +20.9% | +19.9% |
| 6M | +27.0% | +1.9% | +25.1% | +24.1% |
| YTD | -12.1% | +9.6% | -21.8% | -19.7% |
| 1Y | -40.9% | +8.1% | -49.0% | -45.6% |
| 3Y | +191.0% | +29.2% | +161.8% | +120.7% |
| 5Y | -68.3% | +4.3% | -72.6% | -69.6% |
| All | +589.4% | +60.8% | +528.6% | +358.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling