+67.6%
UBER vs IYR
+45.3%
+22.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.6% | +0.6% | +1.0% | +1.2% |
| 30D | +0.6% | +6.6% | -6.0% | -4.5% |
| 3M | -8.2% | -1.8% | -6.3% | -6.7% |
| 6M | -6.7% | +1.4% | -8.2% | -8.1% |
| YTD | -14.7% | +10.5% | -25.2% | -22.0% |
| 1Y | -24.1% | +10.6% | -34.7% | -30.6% |
| 3Y | +33.4% | +41.8% | -8.4% | -3.7% |
| 5Y | +54.5% | +6.0% | +48.4% | +45.0% |
| All | +67.6% | +45.3% | +22.4% | +14.8% |
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 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