+34.4%
TSLA vs IYR
+29.2%
+5.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.9% |
| 7D | +3.0% | -0.9% | +3.9% | +3.9% |
| 30D | +11.2% | -2.4% | +13.5% | +13.5% |
| 3M | -7.3% | -2.0% | -5.3% | -6.2% |
| 6M | -7.7% | +2.5% | -10.2% | -11.0% |
| YTD | -18.2% | +8.3% | -26.5% | -25.6% |
| 1Y | +6.0% | +6.5% | -0.4% | -2.2% |
| All | +34.4% | +29.2% | +5.3% | +0.6% |
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