+13.5%
STM vs IYR
+40.6%
-27.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.2% | +5.6% |
| 7D | -5.6% | +2.3% | -7.8% | -7.1% |
| 30D | -14.4% | +7.4% | -21.8% | -19.1% |
| 3M | -20.5% | -0.7% | -19.8% | -20.1% |
| 6M | -24.5% | +1.6% | -26.1% | -26.7% |
| YTD | +72.7% | +11.6% | +61.1% | +53.3% |
| 1Y | +91.0% | +10.5% | +80.5% | +71.1% |
| 3Y | +13.5% | +43.4% | -29.9% | -21.8% |
| All | +13.5% | +40.6% | -27.1% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling