+11.1%
STM vs IYR
+714.7%
-703.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.2% | +5.7% |
| 7D | -5.6% | +2.3% | -7.8% | -7.0% |
| 30D | -14.4% | +7.4% | -21.8% | -18.7% |
| 3M | -20.5% | -0.7% | -19.8% | -20.3% |
| 6M | -24.5% | +1.6% | -26.1% | -26.4% |
| YTD | +72.7% | +11.6% | +61.1% | +58.3% |
| 1Y | +91.0% | +10.5% | +80.5% | +76.2% |
| 3Y | +13.5% | +43.4% | -29.9% | -12.3% |
| 5Y | -9.2% | +6.8% | -16.0% | -13.4% |
| 10Y | +422.5% | +86.0% | +336.5% | +245.8% |
| All | +11.1% | +714.7% | -703.6% | -78.5% |
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