+635.3%
STX vs IYR
+42.0%
+593.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -17.3% | +2.1% | -19.4% | -17.6% |
| 30D | -35.9% | +7.2% | -43.1% | -37.1% |
| 3M | -37.3% | +0.4% | -37.7% | -37.2% |
| 6M | -35.8% | +1.4% | -37.3% | -36.7% |
| YTD | +82.7% | +11.3% | +71.4% | +69.5% |
| 1Y | +71.6% | +10.5% | +61.1% | +60.1% |
| 3Y | +635.3% | +41.7% | +593.6% | +498.4% |
| All | +635.3% | +42.0% | +593.3% | +498.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling