+723.8%
SPY vs IYR
+700.6%
+23.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +0.1% | -1.2% | +1.4% | +0.8% |
| 30D | +0.1% | -2.9% | +2.9% | +1.5% |
| 3M | +2.0% | +0.8% | +1.2% | +1.3% |
| 6M | +13.0% | +1.9% | +11.2% | +11.6% |
| YTD | +13.5% | +9.6% | +3.9% | +7.8% |
| 1Y | +20.0% | +8.1% | +11.9% | +14.6% |
| 3Y | +77.2% | +29.2% | +48.0% | +52.9% |
| 5Y | +81.9% | +4.3% | +77.6% | +75.0% |
| 10Y | +314.1% | +64.7% | +249.4% | +212.1% |
| All | +723.8% | +700.6% | +23.3% | +127.5% |
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