-44.0%
ACHR vs IYR
+34.9%
-79.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.4% |
| 7D | -2.3% | -1.4% | -0.9% | -0.5% |
| 30D | -11.3% | -2.7% | -8.6% | -8.1% |
| 3M | +5.3% | -2.1% | +7.4% | +6.3% |
| 6M | -13.2% | +3.6% | -16.8% | -19.1% |
| YTD | -25.8% | +8.1% | -33.9% | -34.6% |
| 1Y | -34.3% | +4.7% | -39.0% | -39.7% |
| 3Y | -19.9% | +29.1% | -49.1% | -42.0% |
| 5Y | -42.7% | +6.9% | -49.6% | -48.7% |
| All | -44.0% | +34.9% | -79.0% | -55.9% |
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