+78.8%
U vs IYR
+42.7%
+36.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.9% |
| 7D | +24.4% | +2.1% | +22.3% | +21.3% |
| 30D | +7.4% | +7.2% | +0.2% | -0.7% |
| 3M | +16.8% | +0.4% | +16.4% | +16.0% |
| 6M | +78.8% | +1.4% | +77.3% | +73.5% |
| YTD | +14.0% | +11.3% | +2.6% | -2.0% |
| 1Y | +16.7% | +10.5% | +6.2% | +1.2% |
| All | +78.8% | +42.7% | +36.0% | +10.5% |
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