+708.9%
SPY vs IYR
+707.1%
+1.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | +0.6% | +2.0% | +2.3% |
| 30D | -2.0% | +6.6% | -8.5% | -5.2% |
| 3M | -2.8% | -1.8% | -1.0% | -2.0% |
| 6M | +2.1% | +1.4% | +0.7% | +1.0% |
| YTD | +11.5% | +10.5% | +1.0% | +5.3% |
| 1Y | +13.5% | +10.6% | +2.8% | +7.1% |
| 3Y | +77.7% | +41.8% | +35.9% | +46.2% |
| 5Y | +72.6% | +6.0% | +66.6% | +64.6% |
| 10Y | +308.2% | +86.7% | +221.5% | +189.6% |
| All | +708.9% | +707.1% | +1.8% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling