+343.3%
SPGI vs IYR
+87.3%
+256.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +1.2% | +0.6% | +0.6% | +0.8% |
| 30D | +15.9% | +6.6% | +9.4% | +10.4% |
| 3M | +12.3% | -1.8% | +14.1% | +14.0% |
| 6M | +23.7% | +1.4% | +22.2% | +22.3% |
| YTD | -3.5% | +10.5% | -14.1% | -11.1% |
| 1Y | +0.4% | +10.6% | -10.2% | -7.5% |
| 3Y | +29.9% | +41.8% | -11.9% | -2.9% |
| 5Y | +15.2% | +6.0% | +9.2% | +8.3% |
| All | +343.3% | +87.3% | +256.0% | +191.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling