-72.4%
U vs IYR
+7.0%
-79.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.8% |
| 7D | +24.4% | +2.1% | +22.3% | +19.9% |
| 30D | +7.4% | +7.2% | +0.2% | -4.1% |
| 3M | +16.8% | +0.4% | +16.4% | +15.2% |
| 6M | +78.8% | +1.4% | +77.3% | +70.6% |
| YTD | +14.0% | +11.3% | +2.6% | -7.3% |
| 1Y | +16.7% | +10.5% | +6.2% | -4.1% |
| 3Y | +86.4% | +41.7% | +44.7% | -3.8% |
| All | -72.4% | +7.0% | -79.3% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling