+152.3%
ACN vs IYR
+87.3%
+65.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.8% | +0.6% | -4.4% | -4.3% |
| 30D | +16.5% | +6.6% | +10.0% | +11.2% |
| 3M | +41.5% | -1.8% | +43.3% | +43.4% |
| 6M | +60.1% | +1.4% | +58.6% | +58.6% |
| YTD | -3.9% | +10.5% | -14.5% | -10.8% |
| 1Y | +4.1% | +10.6% | -6.5% | -3.4% |
| 3Y | -15.9% | +41.8% | -57.7% | -36.5% |
| 5Y | -26.3% | +6.0% | -32.4% | -30.5% |
| All | +152.3% | +87.3% | +65.0% | +62.5% |
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