+2,589.3%
SPGI vs IYR
+700.6%
+1,888.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.1% |
| 7D | +0.1% | -1.2% | +1.4% | +1.0% |
| 30D | +8.4% | -2.9% | +11.3% | +10.4% |
| 3M | +11.8% | +0.8% | +11.0% | +11.3% |
| 6M | +5.7% | +1.9% | +3.9% | +4.4% |
| YTD | -9.7% | +9.6% | -19.3% | -14.9% |
| 1Y | -12.5% | +8.1% | -20.5% | -16.8% |
| 3Y | +21.8% | +29.2% | -7.4% | +2.8% |
| 5Y | +8.2% | +4.3% | +3.9% | +4.6% |
| 10Y | +309.5% | +64.7% | +244.8% | +197.9% |
| All | +2,589.3% | +700.6% | +1,888.7% | +471.2% |
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 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