+83.6%
USB vs IYR
+88.9%
-5.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -0.5% | -1.2% | +0.7% | +0.5% |
| 30D | +5.7% | +6.1% | -0.4% | +0.5% |
| 3M | -4.7% | +0.9% | -5.6% | -5.5% |
| 6M | +13.4% | +1.2% | +12.2% | +12.1% |
| YTD | +17.0% | +11.1% | +5.9% | +6.4% |
| 1Y | +32.4% | +9.0% | +23.4% | +22.4% |
| 3Y | +101.7% | +41.4% | +60.3% | +48.6% |
| 5Y | +24.4% | +6.7% | +17.8% | +15.5% |
| 10Y | +83.6% | +87.7% | -4.1% | +22.1% |
| All | +83.6% | +88.9% | -5.3% | +22.1% |
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 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