+13.5%
SPY vs IYR
+9.7%
+3.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | -2.0% | +6.6% | -8.5% | -3.4% |
| 3M | -2.8% | -1.8% | -1.0% | -2.2% |
| 6M | +2.1% | +1.4% | +0.7% | +1.5% |
| YTD | +11.5% | +10.5% | +1.0% | +6.3% |
| 1Y | +13.5% | +10.6% | +2.8% | +8.1% |
| All | +13.5% | +9.7% | +3.7% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling