+544.6%
USB vs IYR
+707.3%
-162.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -0.8% |
| 7D | -1.5% | +2.8% | -4.3% | -3.6% |
| 30D | +4.3% | +7.3% | -3.0% | -1.4% |
| 3M | -6.1% | -2.0% | -4.0% | -4.6% |
| 6M | +9.4% | +1.5% | +7.9% | +8.0% |
| YTD | +15.2% | +10.5% | +4.6% | +6.1% |
| 1Y | +32.8% | +10.5% | +22.2% | +22.3% |
| 3Y | +91.3% | +37.4% | +53.8% | +48.6% |
| 5Y | +22.7% | +5.9% | +16.8% | +15.9% |
| 10Y | +97.0% | +85.0% | +12.1% | +20.3% |
| All | +544.6% | +707.3% | -162.7% | -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