+10,326.7%
APH vs IYR
+700.6%
+9,626.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | +5.0% | -1.2% | +6.2% | +5.7% |
| 30D | -3.9% | -2.9% | -1.0% | -2.3% |
| 3M | +13.0% | +0.8% | +12.1% | +11.7% |
| 6M | +25.2% | +1.9% | +23.3% | +23.1% |
| YTD | +22.9% | +9.6% | +13.3% | +15.7% |
| 1Y | +47.8% | +8.1% | +39.8% | +40.1% |
| 3Y | +283.0% | +29.2% | +253.8% | +222.3% |
| 5Y | +349.7% | +4.3% | +345.4% | +330.4% |
| 10Y | +1,061.2% | +64.7% | +996.5% | +742.2% |
| All | +10,326.7% | +700.6% | +9,626.2% | +2,685.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling