+219.1%
TER vs IYR
+5.6%
+213.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | +11.0% | -0.4% | +11.3% | +11.2% |
| 30D | -1.9% | -2.5% | +0.6% | +0.2% |
| 3M | -0.7% | +1.5% | -2.1% | -3.8% |
| 6M | +36.4% | +3.9% | +32.5% | +29.8% |
| YTD | +92.4% | +9.5% | +82.9% | +74.2% |
| 1Y | +213.5% | +7.5% | +206.1% | +187.4% |
| 3Y | +277.2% | +30.8% | +246.5% | +179.7% |
| 5Y | +219.1% | +4.8% | +214.3% | +207.8% |
| All | +219.1% | +5.6% | +213.5% | +207.8% |
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