+1,697.2%
ACN vs IYR
+550.6%
+1,146.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | -1.5% | -1.2% | -0.3% | -0.9% |
| 30D | +9.4% | -2.9% | +12.2% | +10.9% |
| 3M | +5.6% | +0.8% | +4.8% | +5.5% |
| 6M | -9.3% | +1.9% | -11.1% | -10.0% |
| YTD | -29.0% | +9.6% | -38.6% | -31.9% |
| 1Y | -24.7% | +8.1% | -32.7% | -27.4% |
| 3Y | -39.8% | +29.2% | -69.0% | -47.0% |
| 5Y | -40.9% | +4.3% | -45.2% | -42.3% |
| 10Y | +91.1% | +64.7% | +26.4% | +52.9% |
| All | +1,697.2% | +550.6% | +1,146.7% | +434.5% |
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 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