+9,423.5%
STX vs IYR
+553.1%
+8,870.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -17.3% | +2.1% | -19.4% | -18.3% |
| 30D | -35.9% | +7.2% | -43.1% | -38.7% |
| 3M | -37.3% | +0.4% | -37.7% | -37.8% |
| 6M | -35.8% | +1.4% | -37.3% | -37.6% |
| YTD | +82.7% | +11.3% | +71.4% | +67.4% |
| 1Y | +71.6% | +10.5% | +61.1% | +57.9% |
| 3Y | +635.3% | +41.7% | +593.6% | +476.0% |
| 5Y | +483.8% | +7.1% | +476.7% | +442.9% |
| 10Y | +1,967.8% | +89.1% | +1,878.7% | +1,235.4% |
| All | +9,423.5% | +553.1% | +8,870.4% | +1,914.7% |
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