+96.5%
STM vs IYR
+12.4%
+84.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.1% | -9.2% | -6.1% |
| 7D | -6.0% | +6.9% | -12.9% | -6.4% |
| 30D | -20.9% | +10.2% | -31.2% | -21.7% |
| 3M | -15.8% | -0.3% | -15.4% | -15.2% |
| 6M | -17.0% | +3.6% | -20.7% | -19.3% |
| YTD | +76.8% | +12.5% | +64.3% | +58.8% |
| 1Y | +96.5% | +12.4% | +84.0% | +76.7% |
| All | +96.5% | +12.4% | +84.1% | +76.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling