+133.5%
ADI vs IYR
+5.5%
+128.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.4% |
| 7D | +2.6% | -0.9% | +3.5% | +3.3% |
| 30D | -4.6% | -2.4% | -2.3% | -2.9% |
| 3M | -9.5% | -2.0% | -7.5% | -8.8% |
| 6M | +14.8% | +2.5% | +12.4% | +11.4% |
| YTD | +35.8% | +8.3% | +27.5% | +25.7% |
| 1Y | +48.9% | +6.5% | +42.5% | +39.7% |
| 3Y | +115.6% | +29.3% | +86.2% | +71.0% |
| All | +133.5% | +5.5% | +128.0% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling