+541.4%
USB vs IYR
+702.4%
-161.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | 0.0% | +2.0% | -2.0% | -1.5% |
| 30D | +5.8% | +8.2% | -2.4% | -0.6% |
| 3M | -6.0% | -1.7% | -4.2% | -4.7% |
| 6M | +7.8% | -0.4% | +8.2% | +8.0% |
| YTD | +14.6% | +9.9% | +4.7% | +6.1% |
| 1Y | +31.8% | +10.4% | +21.3% | +21.5% |
| 3Y | +91.5% | +38.4% | +53.1% | +47.9% |
| 5Y | +22.0% | +5.2% | +16.8% | +15.9% |
| 10Y | +96.1% | +83.8% | +12.2% | +20.2% |
| All | +541.4% | +702.4% | -161.0% | -3.1% |
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 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