+64.2%
T vs IYR
+4.2%
+60.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.3% |
| 7D | -3.1% | -0.9% | -2.2% | -2.7% |
| 30D | +4.6% | -2.4% | +6.9% | +5.7% |
| 3M | +12.2% | -2.0% | +14.2% | +13.4% |
| 6M | -6.5% | +2.5% | -8.9% | -7.4% |
| YTD | +4.9% | +8.3% | -3.4% | +1.3% |
| 1Y | -10.5% | +6.5% | -16.9% | -12.9% |
| 3Y | +104.6% | +29.3% | +75.3% | +80.6% |
| 5Y | +64.2% | +5.7% | +58.5% | +54.6% |
| All | +64.2% | +4.2% | +60.0% | +54.6% |
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 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