+651.5%
ADI vs IYR
+69.7%
+581.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.3% |
| 7D | +4.6% | -1.4% | +5.9% | +5.7% |
| 30D | -1.2% | -2.7% | +1.5% | +0.8% |
| 3M | -7.8% | -2.1% | -5.7% | -7.0% |
| 6M | +19.3% | +3.6% | +15.8% | +15.1% |
| YTD | +40.9% | +8.1% | +32.8% | +31.3% |
| 1Y | +54.5% | +4.7% | +49.8% | +47.6% |
| 3Y | +123.4% | +29.1% | +94.3% | +80.6% |
| 5Y | +142.3% | +6.9% | +135.4% | +125.8% |
| All | +651.5% | +69.7% | +581.8% | +400.5% |
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