+246.7%
TER vs IYR
+711.5%
-464.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.5% |
| 7D | +5.9% | -1.2% | +7.1% | +7.2% |
| 30D | -30.8% | +6.1% | -36.9% | -34.0% |
| 3M | -29.9% | +0.9% | -30.9% | -30.8% |
| 6M | -27.5% | +1.2% | -28.6% | -29.5% |
| YTD | +37.5% | +11.1% | +26.4% | +25.1% |
| 1Y | +50.3% | +9.0% | +41.3% | +38.8% |
| 3Y | +204.9% | +41.4% | +163.5% | +130.0% |
| 5Y | +89.2% | +6.7% | +82.5% | +78.5% |
| 10Y | +1,077.0% | +87.7% | +989.3% | +621.0% |
| All | +246.7% | +711.5% | -464.8% | -49.5% |
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