-32.7%
APP vs IYR
+8.9%
-41.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.8% |
| 7D | +10.6% | -0.1% | +10.7% | +10.5% |
| 30D | +44.6% | +5.7% | +38.9% | +43.4% |
| 3M | +29.6% | -0.6% | +30.2% | +28.1% |
| 6M | -19.8% | +0.5% | -20.3% | -19.7% |
| YTD | -41.6% | +10.4% | -52.0% | -40.7% |
| 1Y | -32.7% | +9.2% | -41.9% | -31.3% |
| All | -32.7% | +8.9% | -41.6% | -31.3% |
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 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