+84.9%
USB vs IYR
+86.1%
-1.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.4% | +2.1% | -0.7% | -0.4% |
| 30D | +6.4% | +7.2% | -0.7% | +0.3% |
| 3M | -4.5% | +0.4% | -4.9% | -4.9% |
| 6M | +11.4% | +1.4% | +9.9% | +9.8% |
| YTD | +17.1% | +11.3% | +5.7% | +6.3% |
| 1Y | +32.6% | +10.5% | +22.1% | +21.2% |
| 3Y | +101.8% | +41.7% | +60.1% | +48.5% |
| 5Y | +25.1% | +7.1% | +18.0% | +15.7% |
| 10Y | +84.9% | +89.1% | -4.2% | +22.5% |
| All | +84.9% | +86.1% | -1.2% | +22.5% |
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 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