+1,919.8%
SO vs IYR
+711.5%
+1,208.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.8% | -1.2% | +2.0% | +1.2% |
| 30D | +7.8% | +6.1% | +1.7% | +5.6% |
| 3M | +2.9% | +0.9% | +2.0% | +2.6% |
| 6M | +2.5% | +1.2% | +1.3% | +2.1% |
| YTD | +10.3% | +11.1% | -0.9% | +6.3% |
| 1Y | +6.4% | +9.0% | -2.6% | +3.3% |
| 3Y | +52.8% | +41.4% | +11.4% | +35.5% |
| 5Y | +78.7% | +6.7% | +72.0% | +72.9% |
| 10Y | +196.3% | +87.7% | +108.6% | +144.2% |
| All | +1,919.8% | +711.5% | +1,208.3% | +955.9% |
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 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