+384.5%
ALAB vs IYR
+22.1%
+362.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.2% | +4.2% |
| 7D | +9.6% | -0.9% | +10.5% | +9.7% |
| 30D | -5.3% | -2.4% | -2.9% | -5.0% |
| 3M | -12.0% | -2.0% | -10.0% | -12.6% |
| 6M | +145.7% | +2.5% | +143.2% | +137.9% |
| YTD | +80.7% | +8.3% | +72.3% | +71.1% |
| 1Y | +40.1% | +6.5% | +33.7% | +33.5% |
| All | +384.5% | +22.1% | +362.4% | +319.1% |
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