+307.8%
SPY vs IYR
+87.3%
+220.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | +0.6% | +2.0% | +2.2% |
| 30D | -2.0% | +6.6% | -8.5% | -5.9% |
| 3M | -2.8% | -1.8% | -1.0% | -1.8% |
| 6M | +2.1% | +1.4% | +0.7% | +0.7% |
| YTD | +11.5% | +10.5% | +1.0% | +3.8% |
| 1Y | +13.5% | +10.6% | +2.8% | +5.5% |
| 3Y | +77.7% | +41.8% | +35.9% | +38.3% |
| 5Y | +72.6% | +6.0% | +66.6% | +62.1% |
| All | +307.8% | +87.3% | +220.5% | +175.4% |
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