-55.4%
APP vs IYR
+12.4%
-67.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +10.3% |
| 7D | +4.5% | +6.9% | -2.4% | +4.3% |
| 30D | -3.6% | +10.2% | -13.9% | -3.8% |
| 3M | -35.3% | -0.3% | -34.9% | -36.1% |
| 6M | -42.8% | +3.6% | -46.4% | -42.6% |
| YTD | -59.7% | +12.5% | -72.1% | -58.1% |
| 1Y | -55.4% | +12.4% | -67.8% | -53.4% |
| All | -55.4% | +12.4% | -67.7% | -53.4% |
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