+296.4%
SPGI vs IYR
+65.1%
+231.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.4% | -1.7% |
| 7D | -3.1% | -0.9% | -2.2% | -2.4% |
| 30D | +2.0% | -2.4% | +4.4% | +4.0% |
| 3M | +4.3% | -2.0% | +6.3% | +6.1% |
| 6M | -0.2% | +2.5% | -2.7% | -2.2% |
| YTD | -14.8% | +8.3% | -23.1% | -20.1% |
| 1Y | -18.5% | +6.5% | -25.0% | -22.7% |
| 3Y | +16.0% | +29.3% | -13.4% | -6.6% |
| 5Y | +2.2% | +5.7% | -3.5% | -3.7% |
| 10Y | +296.4% | +69.2% | +227.2% | +173.1% |
| All | +296.4% | +65.1% | +231.3% | +173.1% |
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