+23,015.9%
TSLA vs IYR
+255.7%
+22,760.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | +3.4% | -0.4% | +3.8% | +3.8% |
| 30D | +12.0% | -2.5% | +14.6% | +14.6% |
| 3M | -10.0% | +1.5% | -11.4% | -11.8% |
| 6M | -7.2% | +3.9% | -11.1% | -11.1% |
| YTD | -18.1% | +9.5% | -27.7% | -25.4% |
| 1Y | +6.3% | +7.5% | -1.2% | -1.8% |
| 3Y | +48.2% | +30.8% | +17.4% | +15.4% |
| 5Y | +46.5% | +4.8% | +41.7% | +39.9% |
| 10Y | +2,698.1% | +64.3% | +2,633.8% | +1,702.6% |
| All | +23,015.9% | +255.7% | +22,760.2% | +7,155.3% |
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