+2,926.4%
V vs IYR
+201.2%
+2,725.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -1.7% | -1.2% | -0.5% | -1.0% |
| 30D | +2.0% | -2.9% | +4.8% | +3.6% |
| 3M | +17.4% | +0.8% | +16.5% | +16.7% |
| 6M | +17.5% | +1.9% | +15.6% | +16.0% |
| YTD | +7.6% | +9.6% | -2.0% | +1.8% |
| 1Y | +7.7% | +8.1% | -0.4% | +2.7% |
| 3Y | +54.7% | +29.2% | +25.5% | +31.9% |
| 5Y | +73.0% | +4.3% | +68.8% | +65.6% |
| 10Y | +390.9% | +64.7% | +326.2% | +265.1% |
| All | +2,926.4% | +201.2% | +2,725.2% | +1,541.4% |
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