+3,873.5%
TMO vs IYR
+689.7%
+3,183.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | -0.6% | -1.4% | +0.7% | 0.0% |
| 30D | +1.1% | -2.7% | +3.8% | +2.4% |
| 3M | +28.3% | -2.1% | +30.5% | +29.5% |
| 6M | +23.3% | +3.6% | +19.7% | +21.1% |
| YTD | +5.5% | +8.1% | -2.7% | +1.5% |
| 1Y | +24.5% | +4.7% | +19.8% | +21.7% |
| 3Y | +19.6% | +29.1% | -9.6% | +6.1% |
| 5Y | +8.1% | +6.9% | +1.2% | +4.3% |
| 10Y | +336.7% | +69.0% | +267.8% | +237.0% |
| All | +3,873.5% | +689.7% | +3,183.9% | +1,013.8% |
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