+15.4%
STM vs IYR
+711.5%
-696.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +1.4% | -1.2% | +2.6% | +2.5% |
| 30D | -8.4% | +6.1% | -14.5% | -12.2% |
| 3M | -15.8% | +0.9% | -16.7% | -16.6% |
| 6M | -22.8% | +1.2% | -24.0% | -24.5% |
| YTD | +79.4% | +11.1% | +68.2% | +64.8% |
| 1Y | +97.0% | +9.0% | +88.0% | +83.5% |
| 3Y | +14.2% | +41.4% | -27.2% | -11.0% |
| 5Y | -4.5% | +6.7% | -11.1% | -8.8% |
| 10Y | +463.1% | +87.7% | +375.4% | +270.4% |
| All | +15.4% | +711.5% | -696.1% | -77.6% |
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