+22.5%
STM vs IYR
+5.6%
+16.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +5.2% | -0.4% | +5.6% | +5.5% |
| 30D | -7.4% | -2.5% | -4.8% | -5.3% |
| 3M | -30.6% | +1.5% | -32.1% | -32.7% |
| 6M | +66.4% | +3.9% | +62.5% | +57.9% |
| YTD | +101.1% | +9.5% | +91.6% | +81.1% |
| 1Y | +97.4% | +7.5% | +89.9% | +80.9% |
| 3Y | +21.1% | +30.8% | -9.6% | -9.5% |
| 5Y | +22.5% | +4.8% | +17.7% | +14.7% |
| All | +22.5% | +5.6% | +16.8% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling