+9.4%
USB vs IYR
+1.6%
+7.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -0.8% |
| 7D | -1.5% | +2.8% | -4.3% | -3.5% |
| 30D | +4.3% | +7.3% | -3.0% | -1.1% |
| 3M | -6.1% | -2.0% | -4.0% | -4.9% |
| 6M | +9.4% | +1.5% | +7.9% | +6.5% |
| All | +9.4% | +1.6% | +7.8% | +6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling