+102.4%
STX vs IYR
+9.7%
+92.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.0% |
| 7D | +14.6% | +0.6% | +14.0% | +15.1% |
| 30D | -26.0% | +6.6% | -32.5% | -20.7% |
| 3M | -42.6% | -1.8% | -40.8% | -42.5% |
| 6M | -35.3% | +1.4% | -36.7% | -33.8% |
| YTD | +92.5% | +10.5% | +81.9% | +92.3% |
| 1Y | +102.4% | +10.6% | +91.8% | +103.1% |
| All | +102.4% | +9.7% | +92.6% | +103.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling