-35.7%
U vs IYR
+41.8%
-77.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +3.4% |
| 7D | +5.5% | -1.4% | +6.9% | +7.6% |
| 30D | -1.3% | -2.7% | +1.4% | +2.7% |
| 3M | +64.6% | -2.1% | +66.7% | +68.4% |
| 6M | +119.4% | +3.6% | +115.8% | +104.7% |
| YTD | -0.5% | +8.1% | -8.6% | -13.2% |
| 1Y | +1.3% | +4.7% | -3.4% | -7.7% |
| 3Y | +15.6% | +29.1% | -13.5% | -23.8% |
| 5Y | -67.5% | +6.9% | -74.4% | -70.6% |
| All | -35.7% | +41.8% | -77.5% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling