+57.8%
T vs IYR
+6.0%
+51.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.5% | +0.6% | +2.0% | +2.3% |
| 30D | -3.8% | +6.6% | -10.3% | -6.4% |
| 3M | -8.7% | -1.8% | -6.9% | -8.0% |
| 6M | -8.1% | +1.4% | -9.6% | -8.7% |
| YTD | -6.4% | +10.5% | -17.0% | -10.5% |
| 1Y | -9.8% | +10.6% | -20.4% | -13.7% |
| 3Y | +65.5% | +41.8% | +23.7% | +39.9% |
| All | +57.8% | +6.0% | +51.8% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling