+892.4%
APP vs IYR
+36.6%
+855.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.5% | +10.3% |
| 7D | +71.2% | +2.0% | +69.2% | +68.1% |
| 30D | +39.1% | +8.2% | +30.8% | +30.2% |
| 3M | +16.5% | -1.7% | +18.3% | +17.7% |
| 6M | -16.6% | -0.4% | -16.2% | -17.1% |
| YTD | -41.9% | +9.9% | -51.8% | -47.6% |
| 1Y | -37.0% | +10.4% | -47.5% | -43.6% |
| 3Y | +892.4% | +38.4% | +854.0% | +610.7% |
| All | +892.4% | +36.6% | +855.8% | +610.7% |
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