+13.5%
U vs IYR
+29.8%
-16.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +4.5% | -0.4% | +4.9% | +5.0% |
| 30D | -0.6% | -2.5% | +1.9% | +2.3% |
| 3M | +48.4% | +1.5% | +47.0% | +44.7% |
| 6M | +115.4% | +3.9% | +111.5% | +102.9% |
| YTD | -3.2% | +9.5% | -12.7% | -15.1% |
| 1Y | -6.0% | +7.5% | -13.5% | -15.7% |
| 3Y | +13.5% | +30.8% | -17.3% | -21.8% |
| All | +13.5% | +29.8% | -16.3% | -21.8% |
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