+5.1%
SPGI vs IYR
+5.6%
-0.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | -2.5% | -0.4% | -2.1% | -2.1% |
| 30D | +5.4% | -2.5% | +7.9% | +7.5% |
| 3M | +9.0% | +1.5% | +7.6% | +7.9% |
| 6M | +0.8% | +3.9% | -3.1% | -2.3% |
| YTD | -12.6% | +9.5% | -22.1% | -18.8% |
| 1Y | -16.1% | +7.5% | -23.6% | -21.0% |
| 3Y | +19.0% | +30.8% | -11.8% | -5.7% |
| 5Y | +5.1% | +4.8% | +0.3% | -1.2% |
| All | +5.1% | +5.6% | -0.6% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling