+96.2%
AGG vs IYR
+416.8%
-320.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -1.1% | -1.4% | +0.3% | -1.0% |
| 30D | -1.1% | -2.7% | +1.5% | -1.1% |
| 3M | -1.9% | -2.1% | +0.2% | -1.9% |
| 6M | -1.7% | +3.6% | -5.3% | -1.7% |
| YTD | -1.3% | +8.1% | -9.4% | -1.3% |
| 1Y | -0.7% | +4.7% | -5.5% | -0.8% |
| 3Y | +12.5% | +29.1% | -16.6% | +12.3% |
| 5Y | -2.5% | +6.9% | -9.4% | -2.7% |
| 10Y | +14.2% | +69.0% | -54.7% | +14.6% |
| All | +96.2% | +416.8% | -320.6% | +101.2% |
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