+126.1%
TLT vs IYR
+536.4%
-410.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +2.2% | +5.7% | -3.6% | +2.6% |
| 3M | -1.7% | -0.6% | -1.1% | -1.8% |
| 6M | -4.0% | +0.5% | -4.5% | -3.9% |
| YTD | -4.9% | +10.4% | -15.4% | -4.2% |
| 1Y | -7.4% | +9.2% | -16.6% | -6.7% |
| 3Y | +3.0% | +40.5% | -37.5% | +6.1% |
| 5Y | -35.1% | +5.9% | -41.0% | -34.9% |
| 10Y | -12.7% | +86.5% | -99.3% | -5.5% |
| All | +126.1% | +536.4% | -410.3% | +206.0% |
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