+528.8%
APP vs IYR
+24.9%
+504.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +3.1% |
| 7D | +79.2% | +2.3% | +76.9% | +74.3% |
| 30D | +48.0% | +7.4% | +40.6% | +36.1% |
| 3M | +18.2% | -0.7% | +18.9% | +18.6% |
| 6M | -12.5% | +1.6% | -14.1% | -15.3% |
| YTD | -39.2% | +11.6% | -50.7% | -47.8% |
| 1Y | -33.9% | +10.5% | -44.4% | -42.8% |
| 3Y | +933.3% | +43.4% | +889.9% | +528.8% |
| 5Y | +295.9% | +6.8% | +289.1% | +254.9% |
| All | +528.8% | +24.9% | +504.0% | +404.0% |
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 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