+92.7%
USB vs IYR
+83.2%
+9.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -0.6% |
| 7D | -1.5% | +2.8% | -4.3% | -3.8% |
| 30D | +4.3% | +7.3% | -3.0% | -1.8% |
| 3M | -6.1% | -2.0% | -4.0% | -4.5% |
| 6M | +9.4% | +1.5% | +7.9% | +7.8% |
| YTD | +15.2% | +10.5% | +4.6% | +5.3% |
| 1Y | +32.8% | +10.5% | +22.2% | +21.3% |
| 3Y | +91.3% | +37.4% | +53.8% | +44.7% |
| 5Y | +22.7% | +5.9% | +16.8% | +14.6% |
| All | +92.7% | +83.2% | +9.5% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling