+823.3%
SPYM vs IYR
+238.4%
+584.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | -0.9% | -2.5% | +1.6% | +0.2% |
| 3M | +3.9% | +1.5% | +2.5% | +3.0% |
| 6M | +14.5% | +3.9% | +10.7% | +12.4% |
| YTD | +13.0% | +9.5% | +3.5% | +8.2% |
| 1Y | +19.4% | +7.5% | +12.0% | +15.2% |
| 3Y | +78.9% | +30.8% | +48.1% | +57.3% |
| 5Y | +82.3% | +4.8% | +77.5% | +76.3% |
| 10Y | +314.7% | +64.3% | +250.4% | +231.7% |
| All | +823.3% | +238.4% | +584.9% | +428.5% |
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