-59.6%
ACHR vs IYR
+37.9%
-97.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | -9.2% | +0.6% | -9.8% | -9.7% |
| 30D | -1.0% | +6.6% | -7.5% | -8.6% |
| 3M | -42.2% | -1.8% | -40.4% | -40.9% |
| 6M | -38.2% | +1.4% | -39.6% | -40.9% |
| YTD | -46.4% | +10.5% | -56.9% | -54.1% |
| 1Y | -49.4% | +10.6% | -60.0% | -56.7% |
| 3Y | -22.5% | +41.8% | -64.3% | -50.0% |
| 5Y | -29.8% | +6.0% | -35.8% | -38.5% |
| All | -59.6% | +37.9% | -97.5% | -69.1% |
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