-85.6%
SMR vs IYR
+12.4%
-98.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.6% | -5.5% |
| 7D | -9.5% | +6.9% | -16.4% | -11.9% |
| 30D | -33.2% | +10.2% | -43.4% | -35.9% |
| 3M | -45.9% | -0.3% | -45.6% | -46.1% |
| 6M | -57.9% | +3.6% | -61.5% | -60.0% |
| YTD | -63.8% | +12.5% | -76.3% | -69.4% |
| 1Y | -85.6% | +12.4% | -98.1% | -87.9% |
| All | -85.6% | +12.4% | -98.0% | -87.9% |
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