+2,756.6%
SPGI vs IYR
+714.7%
+2,041.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.3% |
| 7D | -0.9% | +2.3% | -3.1% | -2.2% |
| 30D | +15.5% | +7.4% | +8.1% | +10.5% |
| 3M | +15.7% | -0.7% | +16.4% | +16.3% |
| 6M | +19.1% | +1.6% | +17.4% | +18.0% |
| YTD | -4.1% | +11.6% | -15.6% | -10.6% |
| 1Y | +1.2% | +10.5% | -9.3% | -5.1% |
| 3Y | +31.6% | +43.4% | -11.8% | +4.1% |
| 5Y | +12.4% | +6.8% | +5.6% | +7.2% |
| 10Y | +334.3% | +86.0% | +248.3% | +194.4% |
| All | +2,756.6% | +714.7% | +2,041.8% | +500.3% |
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