-22.7%
U vs IYR
+45.0%
-67.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.2% | +5.1% |
| 7D | +2.6% | +0.6% | +2.0% | +1.7% |
| 30D | +27.6% | +6.6% | +21.0% | +15.8% |
| 3M | +15.3% | -1.8% | +17.2% | +17.6% |
| 6M | +96.4% | +1.4% | +94.9% | +88.3% |
| YTD | +19.6% | +10.5% | +9.0% | +0.3% |
| 1Y | +42.1% | +10.6% | +31.5% | +18.7% |
| 3Y | +87.5% | +41.8% | +45.7% | +5.7% |
| 5Y | -73.1% | +6.0% | -79.2% | -76.2% |
| All | -22.7% | +45.0% | -67.7% | -43.9% |
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