+310.3%
T vs IYR
+700.6%
-390.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -1.3% | -1.2% | 0.0% | -0.8% |
| 30D | +11.4% | -2.9% | +14.2% | +12.6% |
| 3M | +14.3% | +0.8% | +13.5% | +14.0% |
| 6M | -9.3% | +1.9% | -11.1% | -10.0% |
| YTD | +7.1% | +9.6% | -2.5% | +3.1% |
| 1Y | -9.1% | +8.1% | -17.2% | -12.0% |
| 3Y | +105.3% | +29.2% | +76.1% | +83.2% |
| 5Y | +66.8% | +4.3% | +62.5% | +61.0% |
| 10Y | +66.8% | +64.7% | +2.1% | +32.5% |
| All | +310.3% | +700.6% | -390.3% | +41.0% |
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