+29.0%
ALAB vs IYR
+9.9%
+19.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.4% |
| 7D | -7.5% | +2.1% | -9.6% | -6.2% |
| 30D | -36.8% | +7.2% | -44.0% | -33.9% |
| 3M | -31.9% | +0.4% | -32.2% | -31.3% |
| 6M | +8.2% | +1.4% | +6.8% | +7.5% |
| YTD | +29.9% | +11.3% | +18.6% | +15.5% |
| All | +29.0% | +9.9% | +19.1% | +18.3% |
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