+365.7%
ALAB vs IYR
+23.4%
+342.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.9% | -6.9% |
| 7D | +3.2% | -0.4% | +3.6% | +3.2% |
| 30D | -13.6% | -2.5% | -11.0% | -13.3% |
| 3M | -16.6% | +1.5% | -18.1% | -18.1% |
| 6M | +142.3% | +3.9% | +138.5% | +134.1% |
| YTD | +73.6% | +9.5% | +64.1% | +64.2% |
| 1Y | +33.7% | +7.5% | +26.2% | +27.3% |
| All | +365.7% | +23.4% | +342.2% | +302.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling