+3,343.4%
STX vs IYR
+69.7%
+3,273.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.2% |
| 7D | -2.3% | -1.4% | -0.9% | -1.4% |
| 30D | -5.5% | -2.7% | -2.8% | -3.9% |
| 3M | -4.3% | -2.1% | -2.2% | -4.2% |
| 6M | +115.6% | +3.6% | +112.0% | +107.0% |
| YTD | +202.2% | +8.1% | +194.1% | +180.7% |
| 1Y | +325.3% | +4.7% | +320.6% | +302.6% |
| 3Y | +1,283.9% | +29.1% | +1,254.8% | +1,022.2% |
| 5Y | +1,048.3% | +6.9% | +1,041.4% | +957.8% |
| All | +3,343.4% | +69.7% | +3,273.7% | +2,201.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling