-25.1%
TGT vs IYR
+6.0%
-31.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.6% |
| 7D | -5.2% | -1.4% | -3.9% | -4.2% |
| 30D | +1.2% | -2.7% | +3.9% | +3.4% |
| 3M | +18.4% | -2.1% | +20.5% | +20.5% |
| 6M | +33.4% | +3.6% | +29.9% | +29.4% |
| YTD | +63.8% | +8.1% | +55.7% | +53.2% |
| 1Y | +77.2% | +4.7% | +72.4% | +70.1% |
| 3Y | +41.8% | +29.1% | +12.7% | +14.1% |
| All | -25.1% | +6.0% | -31.1% | -30.3% |
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