+577.3%
USB vs IYR
+700.6%
-123.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.3% |
| 7D | +1.4% | -1.2% | +2.7% | +2.4% |
| 30D | -1.3% | -2.9% | +1.5% | +0.9% |
| 3M | +15.2% | +0.8% | +14.4% | +14.3% |
| 6M | +18.8% | +1.9% | +17.0% | +16.9% |
| YTD | +21.0% | +9.6% | +11.4% | +12.2% |
| 1Y | +34.0% | +8.1% | +25.9% | +25.6% |
| 3Y | +95.3% | +29.2% | +66.1% | +59.5% |
| 5Y | +40.4% | +4.3% | +36.1% | +34.1% |
| 10Y | +107.3% | +64.7% | +42.6% | +37.8% |
| All | +577.3% | +700.6% | -123.2% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling