+1,727.1%
TRV vs IYR
+699.9%
+1,027.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | -4.9% | -2.5% | -2.3% | -3.4% |
| 3M | +23.7% | +1.5% | +22.3% | +22.7% |
| 6M | +20.3% | +3.9% | +16.5% | +17.6% |
| YTD | +27.1% | +9.5% | +17.5% | +20.3% |
| 1Y | +35.3% | +7.5% | +27.9% | +29.5% |
| 3Y | +139.8% | +30.8% | +109.0% | +102.0% |
| 5Y | +153.9% | +4.8% | +149.1% | +138.4% |
| 10Y | +285.9% | +64.3% | +221.5% | +179.3% |
| All | +1,727.1% | +699.9% | +1,027.2% | +248.3% |
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 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