+44.4%
ALAB vs IYR
+8.9%
+35.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.7% |
| 7D | +26.9% | -0.1% | +27.0% | +26.7% |
| 30D | -30.0% | +5.7% | -35.7% | -27.1% |
| 3M | -28.5% | -0.6% | -27.9% | -28.3% |
| 6M | +11.4% | +0.5% | +10.9% | +10.5% |
| YTD | +36.9% | +10.4% | +26.5% | +23.3% |
| 1Y | +44.4% | +9.2% | +35.2% | +32.2% |
| All | +44.4% | +8.9% | +35.4% | +32.2% |
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