+506.6%
APP vs IYR
+24.6%
+482.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.3% |
| 7D | +61.1% | +2.1% | +59.0% | +57.0% |
| 30D | +42.8% | +7.2% | +35.6% | +31.6% |
| 3M | +16.7% | +0.4% | +16.3% | +15.6% |
| 6M | -15.6% | +1.4% | -17.0% | -18.1% |
| YTD | -41.3% | +11.3% | -52.7% | -49.6% |
| 1Y | -39.3% | +10.5% | -49.8% | -47.5% |
| 3Y | +803.2% | +41.7% | +761.5% | +457.6% |
| 5Y | +313.2% | +7.1% | +306.1% | +270.9% |
| All | +506.6% | +24.6% | +482.0% | +387.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling