+252.8%
SPOT vs IYR
+68.9%
+183.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -3.1% | -1.4% | -1.7% | -2.4% |
| 30D | +7.4% | -2.7% | +10.0% | +9.0% |
| 3M | +8.2% | -2.1% | +10.3% | +9.4% |
| 6M | +2.2% | +3.6% | -1.4% | +0.1% |
| YTD | -9.5% | +8.1% | -17.6% | -13.4% |
| 1Y | -23.8% | +4.7% | -28.6% | -26.0% |
| 3Y | +233.5% | +29.1% | +204.3% | +184.0% |
| 5Y | +112.2% | +6.9% | +105.3% | +100.5% |
| All | +252.8% | +68.9% | +183.9% | +177.8% |
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