+24.5%
ALAB vs IYR
+12.4%
+12.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.6% | -2.2% |
| 7D | -24.9% | +6.9% | -31.8% | -21.3% |
| 30D | -38.4% | +10.2% | -48.6% | -34.5% |
| 3M | -38.3% | -0.3% | -38.0% | -37.8% |
| 6M | +10.9% | +3.6% | +7.3% | +10.3% |
| YTD | +34.2% | +12.5% | +21.7% | +20.4% |
| 1Y | +24.5% | +12.4% | +12.1% | +11.2% |
| All | +24.5% | +12.4% | +12.1% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling