-9.1%
T vs IYR
+8.4%
-17.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | -1.3% | -1.2% | 0.0% | -0.6% |
| 30D | +11.4% | -2.9% | +14.2% | +13.0% |
| 3M | +14.3% | +0.8% | +13.5% | +14.5% |
| 6M | -9.3% | +1.9% | -11.1% | -8.6% |
| YTD | +7.1% | +9.6% | -2.5% | +4.3% |
| 1Y | -9.1% | +8.1% | -17.2% | -11.0% |
| All | -9.1% | +8.4% | -17.5% | -11.0% |
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