+81.3%
USB vs IYR
+87.3%
-6.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +2.6% | +0.6% | +2.0% | +2.1% |
| 30D | +8.4% | +6.6% | +1.9% | +2.7% |
| 3M | -5.5% | -1.8% | -3.7% | -4.1% |
| 6M | +17.7% | +1.4% | +16.3% | +16.1% |
| YTD | +17.6% | +10.5% | +7.0% | +7.4% |
| 1Y | +33.9% | +10.6% | +23.2% | +22.2% |
| 3Y | +103.8% | +41.8% | +62.0% | +49.8% |
| 5Y | +25.6% | +6.0% | +19.6% | +17.2% |
| All | +81.3% | +87.3% | -6.0% | +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