+654.6%
APP vs IYR
+31.2%
+623.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.8% |
| 7D | +0.9% | -1.2% | +2.1% | +1.8% |
| 30D | -23.3% | -2.9% | -20.4% | -21.4% |
| 3M | -42.6% | +0.8% | -43.5% | -43.3% |
| 6M | -33.6% | +1.9% | -35.5% | -35.2% |
| YTD | -52.4% | +9.6% | -62.1% | -56.8% |
| 1Y | -35.9% | +8.1% | -44.0% | -41.1% |
| All | +654.6% | +31.2% | +623.4% | +478.9% |
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