-16.0%
ACN vs IYR
+41.6%
-57.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.1% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | +17.0% | +5.7% | +11.3% | +13.5% |
| 3M | +39.9% | -0.6% | +40.5% | +40.4% |
| 6M | +50.2% | +0.5% | +49.7% | +50.2% |
| YTD | -4.2% | +10.4% | -14.6% | -8.7% |
| 1Y | +4.3% | +9.2% | -4.9% | -0.1% |
| All | -16.0% | +41.6% | -57.6% | -25.6% |
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