+494.4%
TEAM vs IYR
+69.7%
+424.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | -5.2% | -1.4% | -3.9% | -4.3% |
| 30D | +15.8% | -2.7% | +18.4% | +18.0% |
| 3M | +101.5% | -2.1% | +103.6% | +105.1% |
| 6M | +138.2% | +3.6% | +134.6% | +130.9% |
| YTD | +10.8% | +8.1% | +2.7% | +3.5% |
| 1Y | +1.7% | +4.7% | -3.0% | -2.8% |
| 3Y | -16.0% | +29.1% | -45.2% | -31.3% |
| 5Y | -52.7% | +6.9% | -59.6% | -55.3% |
| All | +494.4% | +69.7% | +424.7% | +369.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling