+52.3%
SO vs IYR
+41.6%
+10.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.1% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +4.9% | +5.7% | -0.8% | +1.9% |
| 3M | +0.8% | -0.6% | +1.4% | +1.0% |
| 6M | +0.6% | +0.5% | 0.0% | +0.2% |
| YTD | +8.7% | +10.4% | -1.8% | +3.4% |
| 1Y | +4.0% | +9.2% | -5.2% | -0.6% |
| All | +52.3% | +41.6% | +10.7% | +28.3% |
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