+1,144.9%
STX vs IYR
+5.6%
+1,139.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.5% |
| 7D | +10.7% | -0.4% | +11.1% | +11.0% |
| 30D | +11.3% | -2.5% | +13.8% | +12.9% |
| 3M | +3.2% | +1.5% | +1.8% | +0.7% |
| 6M | +157.0% | +3.9% | +153.1% | +146.1% |
| YTD | +229.2% | +9.5% | +219.7% | +202.6% |
| 1Y | +381.8% | +7.5% | +374.4% | +347.4% |
| 3Y | +1,383.2% | +30.8% | +1,352.4% | +1,080.0% |
| 5Y | +1,144.9% | +4.8% | +1,140.1% | +1,045.3% |
| All | +1,144.9% | +5.6% | +1,139.2% | +1,045.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling