+101.7%
SMR vs IYR
+41.7%
+60.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | -8.3% | +0.6% | -8.9% | -8.7% |
| 30D | -20.1% | +6.6% | -26.6% | -25.8% |
| 3M | -52.7% | -1.8% | -50.9% | -51.6% |
| 6M | -61.0% | +1.4% | -62.5% | -62.8% |
| YTD | -67.1% | +10.5% | -77.6% | -71.9% |
| 1Y | -79.9% | +10.6% | -90.5% | -82.8% |
| 3Y | +101.7% | +41.8% | +59.9% | +12.8% |
| All | +101.7% | +41.7% | +60.0% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling