+802.8%
TEAM vs IYR
+91.1%
+711.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.1% |
| 7D | -0.4% | -1.2% | +0.8% | +0.5% |
| 30D | +67.3% | -2.9% | +70.1% | +71.0% |
| 3M | +86.8% | +0.8% | +85.9% | +86.1% |
| 6M | +146.8% | +1.9% | +145.0% | +142.1% |
| YTD | +16.9% | +9.6% | +7.3% | +7.9% |
| 1Y | +12.8% | +8.1% | +4.7% | +5.2% |
| 3Y | -7.3% | +29.2% | -36.5% | -24.5% |
| 5Y | -50.7% | +4.3% | -55.0% | -52.9% |
| 10Y | +529.8% | +64.7% | +465.1% | +369.8% |
| All | +802.8% | +91.1% | +711.7% | +434.2% |
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 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