+75.4%
SPY vs IYR
+28.0%
+47.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -2.0% | -2.8% | +0.8% | -0.7% |
| 30D | -1.7% | -2.5% | +0.9% | -0.5% |
| 3M | +4.7% | -3.0% | +7.7% | +6.0% |
| 6M | +12.5% | +1.6% | +10.9% | +11.0% |
| YTD | +11.7% | +7.3% | +4.4% | +7.2% |
| 1Y | +17.5% | +5.6% | +11.9% | +13.5% |
| All | +75.4% | +28.0% | +47.5% | +54.7% |
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