+2,330.4%
ACN vs IYR
+555.9%
+1,774.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.8% | +0.6% | -4.4% | -4.1% |
| 30D | +16.5% | +6.6% | +10.0% | +13.1% |
| 3M | +41.5% | -1.8% | +43.3% | +42.7% |
| 6M | +60.1% | +1.4% | +58.6% | +59.2% |
| YTD | -3.9% | +10.5% | -14.5% | -8.3% |
| 1Y | +4.1% | +10.6% | -6.5% | -0.7% |
| 3Y | -15.9% | +41.8% | -57.7% | -29.0% |
| 5Y | -26.3% | +6.0% | -32.4% | -28.6% |
| 10Y | +148.2% | +86.7% | +61.6% | +89.1% |
| All | +2,330.4% | +555.9% | +1,774.5% | +619.9% |
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 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