+81.7%
SPY vs IYR
+4.2%
+77.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | +0.2% |
| 7D | -0.4% | -0.9% | +0.6% | +0.2% |
| 30D | -1.4% | -2.4% | +1.0% | 0.0% |
| 3M | +3.7% | -2.0% | +5.7% | +4.7% |
| 6M | +13.0% | +2.5% | +10.5% | +10.7% |
| YTD | +12.4% | +8.3% | +4.1% | +6.3% |
| 1Y | +18.5% | +6.5% | +12.1% | +13.2% |
| 3Y | +77.6% | +29.3% | +48.3% | +47.3% |
| 5Y | +81.7% | +5.7% | +76.0% | +75.4% |
| All | +81.7% | +4.2% | +77.5% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling