-39.0%
U vs IYR
+43.8%
-82.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | 0.0% |
| 7D | -3.8% | -1.2% | -2.6% | -2.0% |
| 30D | +17.5% | -2.9% | +20.3% | +22.2% |
| 3M | +38.7% | +0.8% | +37.9% | +35.7% |
| 6M | +104.4% | +1.9% | +102.6% | +95.9% |
| YTD | -5.7% | +9.6% | -15.3% | -19.4% |
| 1Y | +3.7% | +8.1% | -4.4% | -9.8% |
| 3Y | +12.3% | +29.2% | -16.9% | -25.9% |
| 5Y | -68.8% | +4.3% | -73.1% | -71.7% |
| All | -39.0% | +43.8% | -82.8% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling