+66.9%
T vs IYR
+68.4%
-1.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.1% |
| 7D | -2.4% | -2.8% | +0.4% | -1.0% |
| 30D | +4.3% | -2.5% | +6.8% | +5.7% |
| 3M | +11.6% | -3.0% | +14.5% | +13.4% |
| 6M | -5.6% | +1.6% | -7.2% | -6.4% |
| YTD | +6.6% | +7.3% | -0.7% | +2.6% |
| 1Y | -8.4% | +5.6% | -14.0% | -11.1% |
| 3Y | +107.8% | +28.1% | +79.7% | +79.3% |
| 5Y | +68.3% | +6.1% | +62.2% | +59.1% |
| All | +66.9% | +68.4% | -1.5% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling