+108.2%
T vs IYR
+29.8%
+78.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | +7.6% | -2.5% | +10.1% | +8.7% |
| 3M | +15.3% | +1.5% | +13.8% | +14.9% |
| 6M | -8.5% | +3.9% | -12.3% | -9.5% |
| YTD | +6.8% | +9.5% | -2.8% | +3.5% |
| 1Y | -7.2% | +7.5% | -14.7% | -9.5% |
| 3Y | +108.2% | +30.8% | +77.5% | +93.1% |
| All | +108.2% | +29.8% | +78.5% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling