+1,278.0%
AAPL vs IYR
+69.7%
+1,208.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.2% |
| 7D | +3.8% | -1.4% | +5.2% | +4.8% |
| 30D | +9.9% | -2.7% | +12.6% | +11.9% |
| 3M | +12.5% | -2.1% | +14.6% | +14.0% |
| 6M | +27.6% | +3.6% | +24.0% | +24.2% |
| YTD | +22.6% | +8.1% | +14.4% | +15.6% |
| 1Y | +45.0% | +4.7% | +40.3% | +39.6% |
| 3Y | +87.8% | +29.1% | +58.6% | +54.1% |
| 5Y | +128.7% | +6.9% | +121.8% | +114.0% |
| All | +1,278.0% | +69.7% | +1,208.3% | +881.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling