+365.8%
TER vs IYR
+700.6%
-334.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +6.0% |
| 7D | +0.6% | -1.2% | +1.9% | +1.5% |
| 30D | -8.3% | -2.9% | -5.4% | -6.4% |
| 3M | -12.2% | +0.8% | -13.1% | -14.1% |
| 6M | +17.1% | +1.9% | +15.2% | +14.4% |
| YTD | +84.7% | +9.6% | +75.0% | +70.5% |
| 1Y | +199.9% | +8.1% | +191.8% | +178.8% |
| 3Y | +232.8% | +29.2% | +203.6% | +169.2% |
| 5Y | +198.6% | +4.3% | +194.3% | +187.5% |
| 10Y | +1,669.7% | +64.7% | +1,605.1% | +1,095.3% |
| All | +365.8% | +700.6% | -334.8% | -31.1% |
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