+258.3%
T vs IYR
+707.1%
-448.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 3M | -8.7% | -1.8% | -6.9% | -8.1% |
| 6M | -8.1% | +1.4% | -9.6% | -8.7% |
| YTD | -6.4% | +10.5% | -17.0% | -10.3% |
| 1Y | -9.8% | +10.6% | -20.4% | -13.5% |
| 3Y | +65.5% | +41.8% | +23.7% | +42.2% |
| 5Y | +57.0% | +6.0% | +50.9% | +50.4% |
| 10Y | +60.8% | +86.7% | -25.9% | +21.9% |
| All | +258.3% | +707.1% | -448.8% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling