+1,796.5%
SO vs IYR
+700.6%
+1,095.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -0.2% | -1.2% | +1.1% | +0.3% |
| 30D | -4.6% | -2.9% | -1.7% | -3.6% |
| 3M | -3.0% | +0.8% | -3.9% | -3.3% |
| 6M | -8.3% | +1.9% | -10.1% | -8.8% |
| YTD | +3.5% | +9.6% | -6.1% | +0.3% |
| 1Y | -0.9% | +8.1% | -9.0% | -3.6% |
| 3Y | +45.4% | +29.2% | +16.1% | +32.8% |
| 5Y | +59.6% | +4.3% | +55.3% | +55.6% |
| 10Y | +156.6% | +64.7% | +91.9% | +118.6% |
| All | +1,796.5% | +700.6% | +1,095.9% | +896.3% |
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 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