+230.9%
SPOT vs IYR
+28.0%
+203.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -6.9% | -2.8% | -4.0% | -5.8% |
| 30D | +4.1% | -2.5% | +6.7% | +5.2% |
| 3M | +3.7% | -3.0% | +6.7% | +5.0% |
| 6M | -1.6% | +1.6% | -3.2% | -2.3% |
| YTD | -10.2% | +7.3% | -17.5% | -12.5% |
| 1Y | -25.9% | +5.6% | -31.5% | -27.5% |
| All | +230.9% | +28.0% | +203.0% | +194.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling