+3,306.4%
V vs IYR
+206.6%
+3,099.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -1.0% |
| 7D | -0.8% | +2.3% | -3.0% | -2.0% |
| 30D | +9.5% | +7.4% | +2.2% | +5.3% |
| 3M | +16.7% | -0.7% | +17.4% | +17.1% |
| 6M | +32.9% | +1.6% | +31.3% | +31.7% |
| YTD | +21.1% | +11.6% | +9.5% | +13.5% |
| 1Y | +26.6% | +10.5% | +16.1% | +19.4% |
| 3Y | +78.4% | +43.4% | +35.0% | +43.9% |
| 5Y | +105.5% | +6.8% | +98.7% | +94.1% |
| 10Y | +444.2% | +86.0% | +358.3% | +280.8% |
| All | +3,306.4% | +206.6% | +3,099.8% | +1,729.8% |
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