-14.4%
SMR vs IYR
+10.7%
-25.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.5% | -16.4% |
| 7D | -11.2% | -1.4% | -9.9% | -10.2% |
| 30D | -10.2% | -2.7% | -7.6% | -8.0% |
| 3M | -10.0% | -2.1% | -7.9% | -9.5% |
| 6M | -30.5% | +3.6% | -34.0% | -33.8% |
| YTD | -39.2% | +8.1% | -47.4% | -44.6% |
| 1Y | -75.5% | +4.7% | -80.2% | -77.0% |
| 3Y | +45.4% | +29.1% | +16.3% | +15.2% |
| All | -14.4% | +10.7% | -25.1% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling