+378.5%
APP vs IYR
+22.6%
+356.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +0.1% | -0.4% | +0.5% | +0.5% |
| 30D | -10.0% | -2.5% | -7.5% | -7.5% |
| 3M | -44.6% | +1.5% | -46.1% | -45.9% |
| 6M | -37.9% | +3.9% | -41.7% | -41.4% |
| YTD | -53.7% | +9.5% | -63.2% | -59.3% |
| 1Y | -43.0% | +7.5% | -50.4% | -48.8% |
| 3Y | +640.8% | +30.8% | +610.0% | +409.1% |
| 5Y | +358.8% | +4.8% | +354.0% | +317.5% |
| All | +378.5% | +22.6% | +356.0% | +293.1% |
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