+100.8%
STM vs IYR
+6.4%
+94.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +1.7% | -0.9% | +2.6% | +1.9% |
| 30D | -5.2% | -2.4% | -2.8% | -4.7% |
| 3M | -29.6% | -2.0% | -27.6% | -30.1% |
| 6M | +54.4% | +2.5% | +51.9% | +44.5% |
| YTD | +99.5% | +8.3% | +91.2% | +79.4% |
| 1Y | +100.8% | +6.5% | +94.3% | +79.9% |
| All | +100.8% | +6.4% | +94.3% | +79.9% |
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