-34.9%
TLT vs IYR
+4.2%
-39.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -0.3% | -0.9% | +0.6% | 0.0% |
| 30D | 0.0% | -2.4% | +2.3% | +0.6% |
| 3M | -2.9% | -2.0% | -0.9% | -2.4% |
| 6M | -6.3% | +2.5% | -8.7% | -7.0% |
| YTD | -3.3% | +8.3% | -11.7% | -5.4% |
| 1Y | -4.2% | +6.5% | -10.7% | -5.9% |
| 3Y | -1.7% | +29.3% | -31.0% | -8.3% |
| 5Y | -34.9% | +5.7% | -40.6% | -39.1% |
| All | -34.9% | +4.2% | -39.1% | -39.1% |
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 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