+16,011.1%
STX vs IYR
+543.0%
+15,468.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.1% | +6.8% |
| 7D | +2.4% | -1.2% | +3.6% | +3.1% |
| 30D | +1.4% | -2.9% | +4.2% | +3.1% |
| 3M | -8.2% | +0.8% | -9.1% | -9.9% |
| 6M | +127.0% | +1.9% | +125.2% | +121.5% |
| YTD | +209.1% | +9.6% | +199.5% | +187.2% |
| 1Y | +365.4% | +8.1% | +357.3% | +334.7% |
| 3Y | +1,135.4% | +29.2% | +1,106.2% | +927.1% |
| 5Y | +991.5% | +4.3% | +987.2% | +935.4% |
| 10Y | +3,695.8% | +64.7% | +3,631.1% | +2,571.7% |
| All | +16,011.1% | +543.0% | +15,468.1% | +3,356.6% |
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