+43,667.2%
AAPL vs IYR
+699.9%
+42,967.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -2.7% | -0.4% | -2.4% | -2.5% |
| 30D | +1.0% | -2.5% | +3.5% | +2.3% |
| 3M | +5.0% | +1.5% | +3.5% | +4.1% |
| 6M | +23.0% | +3.9% | +19.2% | +20.5% |
| YTD | +16.6% | +9.5% | +7.1% | +11.1% |
| 1Y | +33.4% | +7.5% | +26.0% | +28.2% |
| 3Y | +79.9% | +30.8% | +49.1% | +55.4% |
| 5Y | +109.0% | +4.8% | +104.2% | +102.2% |
| 10Y | +1,210.4% | +64.3% | +1,146.1% | +914.0% |
| All | +43,667.2% | +699.9% | +42,967.3% | +16,065.7% |
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