+24,401.0%
TSLA vs IYR
+259.0%
+24,142.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +8.9% | +0.6% | +8.3% | +8.4% |
| 30D | +6.3% | +6.6% | -0.3% | +0.3% |
| 3M | +14.8% | -1.8% | +16.6% | +16.4% |
| 6M | -12.4% | +1.4% | -13.8% | -14.4% |
| YTD | -13.2% | +10.5% | -23.8% | -21.8% |
| 1Y | -2.9% | +10.6% | -13.6% | -12.7% |
| 3Y | +74.4% | +41.8% | +32.6% | +26.0% |
| 5Y | +13.3% | +6.0% | +7.2% | +6.9% |
| 10Y | +3,004.2% | +86.7% | +2,917.5% | +1,691.4% |
| All | +24,401.0% | +259.0% | +24,142.1% | +7,509.6% |
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 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