+140.0%
TRV vs IYR
+28.0%
+112.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.0% |
| 7D | -1.5% | -2.8% | +1.4% | -0.2% |
| 30D | -1.8% | -2.5% | +0.7% | -0.7% |
| 3M | +21.6% | -3.0% | +24.5% | +23.3% |
| 6M | +22.5% | +1.6% | +20.8% | +21.7% |
| YTD | +28.1% | +7.3% | +20.8% | +24.3% |
| 1Y | +37.0% | +5.6% | +31.4% | +33.8% |
| All | +140.0% | +28.0% | +112.1% | +128.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling