+84.5%
AAPL vs IYR
+28.0%
+56.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +4.0% |
| 7D | -0.5% | -2.8% | +2.3% | +1.0% |
| 30D | +7.1% | -2.5% | +9.6% | +8.5% |
| 3M | +12.1% | -3.0% | +15.1% | +13.8% |
| 6M | +25.4% | +1.6% | +23.8% | +24.1% |
| YTD | +20.5% | +7.3% | +13.2% | +15.7% |
| 1Y | +44.5% | +5.6% | +38.9% | +39.9% |
| All | +84.5% | +28.0% | +56.6% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling