+887.9%
APP vs IYR
+41.7%
+846.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +4.6% | +0.6% | +4.0% | +4.2% |
| 30D | +56.0% | +6.6% | +49.5% | +48.1% |
| 3M | +30.8% | -1.8% | +32.7% | +32.2% |
| 6M | -9.8% | +1.4% | -11.2% | -11.6% |
| YTD | -39.3% | +10.5% | -49.8% | -45.3% |
| 1Y | -26.4% | +10.6% | -37.1% | -33.9% |
| 3Y | +887.9% | +41.8% | +846.1% | +597.2% |
| All | +887.9% | +41.7% | +846.2% | +597.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling